Instrumental variable estimation in functional linear models

Jean‐Pierre Florens; Sébastien Van Bellegem

doi:10.1016/j.jeconom.2015.02.020

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Instrumental variable estimation in functional linear models

Jean‐Pierre Florens Sébastien Van Bellegem

Year: 2015 Journal: Journal of Econometrics Vol: 186 (2)Pages: 465-476 Publisher: Elsevier BV

DOI: 10.1016/j.jeconom.2015.02.020

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Keywords:

Estimator Mathematics Covariate Instrumental variable Applied mathematics Linear model Curse of dimensionality Econometrics Functional principal component analysis Linear regression Hilbert space Functional data analysis Lasso (programming language) Statistics Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Instrumental variable estimation in functional linear models

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