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  2. Humboldt-Universität zu Berlin
  3. International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
  4. IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/230742 
Title: 

Instrumental variables regression

Authors: 
Koziuk, Andzhey
Spokoiny, Vladimir
Year of Publication: 
2018
Series/Report no.: 
IRTG 1792 Discussion Paper No. 2018-031
Publisher: 
Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Berlin
Abstract: 
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identication in the IV model. The work also contains a multiplier-bootstrap justication.
Subjects: 
Gaussian Process
Kernel methods
Wasserstein Distance
JEL: 
C00
Document Type: 
Working Paper
Appears in Collections:
IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin

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