This paper makes several important contributions to the literature about nonparametric
instrumental variables (NPIV) estimation and inference on a structural function h0 and …

In this paper, we consider the problem of ecological inference when one observes the
conditional distributions of Y| W and Z| W from aggregate data and attempts to infer the …

This paper makes several contributions to the literature on the important yet difficult problem
of estimating functions nonparametrically using instrumental variables. First, we derive the …

We propose a quasi-Bayesian nonparametric approach to estimating the structural
relationship φ among endogenous variables when instruments are available. We show that …

We study the asymptotic distribution of Tikhonov regularized estimation of quantile structural
effects implied by a nonseparable model. The nonparametric instrumental variable estimator …

We show that estimators based on spectral regularization converge to the best
approximation of a structural parameter in a class of nonidentified linear ill-posed inverse …

We present a review on the implementation of regularization methods for the estimation of
additive nonparametric regression models with instrumental variables. We consider various …

This article develops inferential methods for a very general class of ill-posed models in
econometrics encompassing the nonparametric instrumental variable regression, various …

The problem of endogeneity in statistics and econometrics is often handled by introducing
instrumental variables (IV) which fulfill the mean independence assumption, ie the …

This chapter studies the estimation of φ in linear inverse problems Tφ= r, where r is only
observed with error and T may be given or estimated. The unknown element φ belongs to a …