npiv
Nonparametric Instrumental Variables Estimation and Inference
Implements methods introduced in Chen, Christensen, and Kankanala (2024) <doi:10.1093/restud/rdae025> for estimating and constructing uniform confidence bands for nonparametric structural functions using instrumental variables, including data-driven choice of tuning parameters. All methods in this package apply to nonparametric regression as a special case.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.3 |
2026-04-09 windows/windows R-4.5 | npiv_0.1.3.zip |
191.1 KiB |