Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth

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Summary, etc.：: This study investigates optimal minimax rates of specification testing for linear and non-linear instrumental variable regression models. The rate imp...

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Material Type: 文書・図像類
Title: Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth
Author/Editor: Hitomi, Kohtaro
Iwasawa, Masamune
Nishiyama, Yoshihiko
Author Heading: Hitomi, Kohtaro
Iwasawa, Masamune
Nishiyama, Yoshihiko
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2021-01-29
Publication Date (W3CDTF): 2021-01-29
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 1053
Volume: 1053
Text Language Code: eng
Subject Heading: optimal minimax rate
specification tes
instrumental variable regression
non-parametric kernel method
bandwidth selection
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP1053.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/262370/1/DP1053.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ