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

IF 2.9 4区经济学 Q1 ECONOMICS

Econometrics Journal Pub Date : 2016-09-05 DOI:10.1111/ectj.12071

Olivier Scaillet

引用次数: 2

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 regularization is still locally ill-posed.

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凸性约束下非参数工具变量回归的病态性

这说明，在回归函数上添加单调性或凸性约束并不能恢复非参数工具变量回归的适定性。没有正则化的最小距离问题仍然是局部不适定的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Econometrics Journal 管理科学-数学跨学科应用

CiteScore

4.20

自引率

5.30%

发文量

审稿时长

>12 weeks

期刊介绍： The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research with a standard of intellectual rigour and academic standing similar to those of the pre-existing top field journals in econometrics. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal for econometric research open to all areas of econometrics, whether applied, computational, methodological or theoretical contributions.