Uniform confidence bands for functions estimated nonparametrically with instrumental variables
By Joel L. Horowitz, S. Lee. 2009
46 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/6377b142843d3ba4b51d11abfbc78a7c7acf6b43
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Timothy M. Christensen
- Victor Chernozhukov
- Matthew A. Masten
- D. Chetverikov
- Joel L. Horowitz
- Alexandre Belloni
- Iv'an Fern'andez-Val
- Xiaohong Chen
In Statistics and Probability
- Victor Chernozhukov
- Alexandre Belloni
- D. Chetverikov
- Iv'an Fern'andez-Val
- Kengo Kato
- Christian Hansen
- Whitney K. Newey
- Stefan Wager
Citations in the corpus
- Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models (2014, unknown): “This expression is analogous to that for a 2SLS t-bootstrap test; see Davidson and MacKinnon (2010).”
- Applied Nonparametric Instrumental Variables Estimation (2011, methodology): “Horowitz and Lee (2009 ) also show how to interpolate the simultaneous confidence intervals to obtain a uniform confidence band for g .”
- Inference on breakdown frontiers (2017, background): “Horowitz and Lee (2012, 2017) discussed approaches like this in different settings.”
- Conditional quantile processes based on series or many regressors (2011, background): “More recent contributions include [32], [48], [38], and [25], among many others.”
- Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (2015, methodology): “Recently Horowitz and Lee (2012) developed a notion of UCBs for a NPIV function h0 of a scalar endogenous regressorXi ∈ [0 1] based on interpolation over a growing number of uniformly generated random grid points on [0 1], with h0 estimated via the modified orthogonal series NPIV estimator of…”