Kernel-based estimation of semiparametric regression in triangular systems

DOI10.1016/J.ECONLET.2011.11.035MaRDI QIDQ433704zbMATH OpenOpenAlexFDO

Authors Carlos Martins-Filho, Feng Yao

Publication date 6 July 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2011.11.035

zbMATH Keywords

instrumental variablesadditive semiparametric regressionlocal linear regressions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Empirical likelihood estimation of conditional moment restriction models with unknown functions
• Estimation of additive regression models with known links
• Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
• Local polynomial estimation of nonparametric simultaneous equations models
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Root-N-Consistent Semiparametric Regression
• Semiparametric Regression

Cited in

(7)

• Double kernel nonparametric estimation in semlparametric econometric models
• Estimating a nonparametric triangular model with binary endogenous regressors
• Semiparametric estimation in triangular system equations with nonstationarity
• Smooth coefficient models with endogenous environmental variables
• A simple estimator for partial linear regression with endogenous nonparametric variables
• System estimation of generalized working models: a semiparametric approach
• Estimation of a partially linear additive model with generated covariates

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