Estimation and testing of instrumental mean and quantile regression models

Breunig, Christoph

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URL:	https://madoc.bib.uni-mannheim.de/33905
URN:	urn:nbn:de:bsz:180-madoc-339050
Document Type:	Doctoral dissertation
Year of publication:	2013
Place of publication:	Mannheim
University:	Universität Mannheim
Evaluator:	Mammen, Enno
Date of oral examination:	29 July 2013
Publication language:	English
Institution:	School of Law and Economics > Statistik (Mammen) School of Law and Economics > Institut für VWL u. Statistik Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject:	310 Statistics
Subject headings (SWD):	Nichtparametrische Regression , Instrument
Keywords (English):	Nonparametric regression , instrumental variable , hypothesis testing , local alternative , linear functional , adaptive estimation , inverse problem
Abstract:	This thesis provides estimation and testing procedures in nonparametric instrumental mean and quantile regression models. It consists of three essays that are self-contained and can be read separately. The first essay establishes an adaptive estimation method for linear functionals in the mean regression case. The second essay provides a testing procedure in instrumental mean regression. In the third essay, a testing methodology for instrumental quantile regression is developed.