Estimation and testing of instrumental mean and quantile regression models

Breunig, Christoph


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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.

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