971 resultados para Boyer, Jean Pierre, 1776-1850.


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UANL

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UANL

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Traduit de l'anglais par Jimmy Légaré et Olivier Paradis (Direction des bibliothèques de l'UdeM).

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The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and instruments W. The function P is the solution of an ill-posed inverse problem and we propose an estimation procedure based on Tikhonov regularization. The paper analyses identification and overidentification of this model and presents asymptotic properties of the estimated nonparametric instrumental regression function.

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Affiliation: Louise Potvin: Groupe de recherche interdisciplinaire en santé, Faculté de médecine, Université de Montréal

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Affiliation: Pierre Dagenais : Hôpital Maisonneuve-Rosemont, Faculté de médecine, Université de Montréal

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Affiliation: Florina Moldovan: Faculté de médecine dentaire, Université de Montréal & CHU Hôpital Sainte-Justine, Université de Montréal. Christina Alexandra Manacu, Marjolaine Roy-Beaudry, Fazool Shipkolye : CHU Hôpital Sainte-Justine, Université de Montréal. Johanne Martel-Pelletier & Jean-Pierre Pelletier : CHUM Hôpital Notre-Dame, Université de Montréal.