Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators
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DOI: 10.1016/j.jeconom.2022.12.014
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- Liu, Lin & Mukherjee, Rajarshi & Robins, James M., 2024. "Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators," Journal of Econometrics, Elsevier, vol. 240(2).
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More about this item
Keywords
Artificial Neural Networks; Relu; Sigmoid; Nonparametric instrumental variables; Weighted average derivatives; Optimal sieve minimum distance; Efficient influence; Semiparametric efficiency; Endogenous demand;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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