Estimation and Testing of Instrumental Mean and Quantile Regression Models


Breunig, Christoph


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URL: https://ub-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 > Institut für VWL u. Statistik
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.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




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Breunig, Christoph (2013) Estimation and Testing of Instrumental Mean and Quantile Regression Models. Open Access Mannheim [Doctoral dissertation]
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