Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong, Pouzo, Demian, Powell, James L.Volume:
213
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.04.004
Date:
November, 2019
File:
PDF, 610 KB
2019