Local polynomial estimation of nonparametric simultaneous equations models

DOI10.1016/j.jeconom.2008.01.002zbMath1418.62172OpenAlexW2099918184MaRDI QIDQ292152

Aman Ullah, Liangjun Su

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/287

zbMATH Keywords

local polynomial regressioninstrumental variablesstructural modelsadditive nonparametric regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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