Efficient estimation of non parametric simultaneous equations models

DOI10.1080/03610926.2015.1062104zbMath1422.62142OpenAlexW2564317627MaRDI QIDQ4976220

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Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1062104

zbMATH Keywords

local polynomial regressioninstrumental variablesstructural modelsnon parametric additive models

Mathematics Subject Classification ID

Density estimation (62G07) General nonlinear regression (62J02)

Cites Work

• Local polynomial estimation of nonparametric simultaneous equations models
• Multivariate regression estimation: Local polynomial fitting for time series
• Miscellanea. Efficient estimation of additive nonparametric regression models
• EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
• Nonparametric two-step regression estimation when regressors and error are dependent
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Instrumental Variable Estimation of Nonparametric Models

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