Functional coefficient instrumental variables models

DOI10.1016/j.jeconom.2005.03.014zbMath1345.62059OpenAlexW1978565512MaRDI QIDQ274916

Huaiyu Xiong, Mitali Das, Xi-Zhi Wu, Zong-Wu Cai

Publication date: 25 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.03.014

zbMATH Keywords

simultaneous equationsinstrumental variablesnonparametric smoothingendogenous variablesfunctional coefficient modelslocal linear fitting

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Applications of statistics to social sciences (62P25)

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Cites Work

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