Convergency and divergency of functional coefficient weak instrumental variables models

DOI10.4310/SII.2008.v1.n2.a11zbMath1230.62030OpenAlexW2128790011MaRDI QIDQ660068

Henong Li, Zong-Wu Cai

Publication date: 25 January 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2008.v1.n2.a11

zbMATH Keywords

endogeneitydivergencediscontinuitysimultaneous equationslocal linear fittingfunctional coefficient modelweak instrumental variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

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