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Scientific article
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English

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

ContributorsScaillet, Olivierorcid
Published inEconometrics journal, vol. 19, p. 232-236
Publication date2016
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
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
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Identifiers
ISSN of the journal1368-4221
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Technical informations

Creation01/14/2016 12:04:00 PM
First validation01/14/2016 12:04:00 PM
Update time03/15/2023 12:05:49 AM
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