Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
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Publication:2965541
DOI10.1111/sjos.12247zbMath1361.62019OpenAlexW1755071098MaRDI QIDQ2965541
Ingrid Van Keilegom, Sébastien Van Bellegem, Melanie Birke
Publication date: 3 March 2017
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/588554
endogeneityinstrumental variablesemiparametric regressionTikhonov regularizationsingle-index modelill-posed inverse problem
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Density estimation (62G07)
Related Items (6)
Iterative GMM for partially linear single-index models with partly endogenous regressors ⋮ Series estimation for single‐index models under constraints ⋮ ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY ⋮ Semiparametric estimation of the link function in binary-choice single-index models ⋮ An Adapted Loss Function for Censored Quantile Regression ⋮ New estimation for heteroscedastic single-index measurement error models
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