NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
研究非参数工具变量模型中是否存在正则估计量，通过多个例子证明非线性泛函的正则估计通常不可能。
This paper investigates whether there can exist regular estimators in models characterized by nonparametric instrumental variable (NPIV). We show by a number of examples that regular estimation is impossible in general for nonlinear functionals.