A note on non-parametric estimation with predicted variables

DOI10.1111/j.1368-423X.2009.00291.xzbMath1206.62064OpenAlexW2086707534MaRDI QIDQ3161683

Stefan Sperlich

Publication date: 15 October 2010

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2009.00291.x

zbMATH Keywords

generated regressorsconstructed variablesnonparametric instrumentsnonparametric plug-in methods

Mathematics Subject Classification ID

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

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