Full metadata record
DC FieldValueLanguage
dc.contributor.authorvan Kampen, Maarten-
dc.date.accessioned2016-08-01T10:28:58Z-
dc.date.available2016-08-01T10:28:58Z-
dc.date.issued2016-
dc.identifier.urihttp://hdl.handle.net/2003/35166-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-17213-
dc.description.abstractThis paper provides a characterization of the completeness of a family of distributions in terms of the copula between the random variables. We give sufficient conditions for a family of Archimedean copulas to be (boundedly) complete. Some copulas are typically excluded in nonparametric IV regression since they have non-square integrable densities. We provide conditions under which we can identify the nonparametric IV regression model if the dependence structure between the regressors and instrument variables can be described by an Archimedean copula.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB823;41, 2016en
dc.subjectcompletenessen
dc.subjectnonparametric IV regression modelen
dc.subjectidentificationen
dc.subjectcopulaen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleNonparametric IV regression with an Archimedean dependence structureen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

Files in This Item:
File Description SizeFormat 
DP_4116_SFB823_vanKampen.pdfDNB267.41 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.