322 citations · 816 across the 25 of their papers we have counts for
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stat.AP2015★ 1 cited
Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, lo…
stat.AP2012★ 5 cited
Adaptive Test of Conditional Moment Inequalities
Denis Chetverikov
In this paper, I construct a new test of conditional moment inequalities, which is based on studentized kernel estimates of moment functions with many different values of the bandw…