On ill-posedness of nonparametric instrumental variable regression with convexity constraints

Scaillet, Olivier

doi:10.1111/ectj.12071

Scientific article

English

On ill-posedness of nonparametric instrumental variable regression with convexity constraints

Contributors

Scaillet, Olivier

Published in

Econometrics journal, vol. 19, p. 232-236

Publication date

2016

Abstract

This note shows that adding monotonicity or convexity constraints on the regression function does not restore well-posedness in nonparametric instrumental variable regression. The minimum distance problem without regularisation is still locally ill-posed.

Keywords

Nonparametric Estimation
Instrumental Variable
Ill-Posed Inverse Problems

Classification

JEL : C13

UNIGE affiliation entities

Faculté d'économie et de management

UNIGE research groups

Geneva Finance Research Institute (GFRI)

Citation (ISO format)

SCAILLET, Olivier. On ill-posedness of nonparametric instrumental variable regression with convexity constraints. In: Econometrics journal, 2016, vol. 19, p. 232–236. doi: 10.1111/ectj.12071

Article (Published version)

Appendix - Working paper

Identifiers

PID : unige:79975
DOI : 10.1111/ectj.12071

Journal ISSN

1368-4221

655views

1275downloads

Creation

14/01/2016 12:04:00

First validation

14/01/2016 12:04:00

Update

15/03/2023 00:05:49

Status update

15/03/2023 00:05:48

Last indexation

31/10/2024 02:36:55

On ill-posedness of nonparametric instrumental variable regression with convexity constraints

Contributors

Published in

Publication date

Abstract

Keywords

Classification

UNIGE affiliation entities

UNIGE research groups

Citation (ISO format)

Main files (1)

Secondary files (1)

Identifiers

Journal ISSN

Technical informations

Creation

First validation

Update

Status update

Last indexation