Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables

DOI10.1111/sjos.12247zbMath1361.62019OpenAlexW1755071098MaRDI QIDQ2965541

Ingrid Van Keilegom, Sébastien Van Bellegem, Melanie Birke

Publication date: 3 March 2017

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/588554

zbMATH Keywords

endogeneityinstrumental variablesemiparametric regressionTikhonov regularizationsingle-index modelill-posed inverse problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (6)

Iterative GMM for partially linear single-index models with partly endogenous regressors ⋮ Series estimation for single‐index models under constraints ⋮ ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY ⋮ Semiparametric estimation of the link function in binary-choice single-index models ⋮ An Adapted Loss Function for Censored Quantile Regression ⋮ New estimation for heteroscedastic single-index measurement error models

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