Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
ContributorsScaillet, Olivier
; Gagilardini, Patrick
Published inEconometrica, vol. 80, no. 4, p. 1533-1562
Publication date2012
Abstract
Keywords
- Nonparametric quantile regression
- Instrumental variable
- Ill-posed inverse problems
- Tikhonov regularization
- Nonlinear pricing curve
Affiliation entities
Research groups
Citation (ISO format)
SCAILLET, Olivier, GAGILARDINI, Patrick. Nonparametric Instrumental Variable Estimation of Structural Quantile Effects. In: Econometrica, 2012, vol. 80, n° 4, p. 1533–1562. doi: 10.3982/ECTA7937
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:79890
- DOI : 10.3982/ECTA7937
Journal ISSN0012-9682
