Tikhonov regularization for nonparametric instrumental variable estimators

Gagliardini, Patrick; Scaillet, Olivier

doi:10.1016/j.jeconom.2011.08.006

Scientific article

French

Tikhonov regularization for nonparametric instrumental variable estimators

ContributorsGagliardini, Patrick; Scaillet, Olivier

Published inJournal of econometrics, vol. 167, no. 1, p. 61-75

Publication date2012

Affiliation entities

Faculté d'économie et de management

Research groups

Geneva Finance Research Institute (GFRI)

Citation (ISO format)

GAGLIARDINI, Patrick, SCAILLET, Olivier. Tikhonov regularization for nonparametric instrumental variable estimators. In: Journal of econometrics, 2012, vol. 167, n° 1, p. 61–75. doi: 10.1016/j.jeconom.2011.08.006

Article (Accepted version)

Identifiers

PID : unige:79891
DOI : 10.1016/j.jeconom.2011.08.006

Additional URL for this publicationhttp://linkinghub.elsevier.com/retrieve/pii/S0304407611002375

Journal ISSN0304-4076

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Tikhonov regularization for nonparametric instrumental variable estimators

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