Nonparametric two-step regression estimation when regressors and error are dependent
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- scientific article; zbMATH DE number 597913 (Why is no real title available?)
- Large Sample Properties of Generalized Method of Moments Estimators
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- On the asymptotic normality of Fourier flexible form estimates
- The nonlinear two-stage least-squares estimator
Cited in
(12)- Heterogeneous endogeneity
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- Estimation of a partially linear additive model with generated covariates
- Local polynomial estimation of nonparametric simultaneous equations models
- Semiparametric estimation of separable models with possibly limited dependent variables
- Efficient estimation of non parametric simultaneous equations models
- Tighter bounds in triangular systems
- Semiparametric methods in nonlinear time series analysis: a selective review
- SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
- Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
- On independence conditions in nonseparable models: observable and unobservable instruments
- Estimation of a score-explained non-randomized treatment effect in fixed and high dimensions
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