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

Olivier Scaillet

Econometrics Journal, 2016, vol. 19, issue 2, 232-236

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.

Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1111/ectj.12071

Related works:
Working Paper: On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:emjrnl:v:19:y:2016:i:2:p:232-236

Ordering information: This journal article can be ordered from
http://onlinelibrary ... 1111/(ISSN)1368-423X

Access Statistics for this article

Econometrics Journal is currently edited by Jaap Abbring, Victor Chernozhukov, Michael Jansson and Dennis Kristensen

More articles in Econometrics Journal from Royal Economic Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().