Estimation for Partially Linear Single-index Instrumental Variables Models

DOI10.1080/03610918.2014.950745zbMath1348.62114OpenAlexW2082733906MaRDI QIDQ2828774

Jian Han, You-Sheng Zhou, Pei Xin Zhao, Yi Ping Yang

Publication date: 26 October 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.950745

zbMATH Keywords

instrumental variableslocal linear smootherpartially linear single-index modelendogenous variables

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

Varying-coefficient single-index measurement error model ⋮ Iterative GMM for partially linear single-index models with partly endogenous regressors

Cites Work

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• Weak and strong uniform consistency of kernel regression estimates
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Instrumental Variable Estimation of Nonparametric Models
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

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