Kirill EVDOKIMOV (University Pompeu Fabra Barcelona) – “Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables” (joint with Andrei Zeleneev)
PSE Seminar :
Time: 16:00 pm – 17:30 pm
Date: 7th of April
Room : 3001
Kirill EVDOKIMOV (University Pompeu Fabra Barcelona) – “Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables” (joint with Andrei Zeleneev)
Abstract :
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and easy-to-interpret conditions on the instrumental variable. The paper also provides nonparametric estimators of the regression function and derives their rates of convergence.
Organizer :
Elia LAPENTA (Pôle économie du CREST)
Sponsors:
CREST