Kernel-based estimation of semiparametric regression in triangular systems

DOI10.1016/J.ECONLET.2011.11.035zbMATH Open1242.62030OpenAlexW2060512513MaRDI QIDQ433704FDOQ433704

Feng Yao, Carlos Martins-Filho

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

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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)

Cites Work

• Semiparametric Regression
• Root-N-Consistent Semiparametric Regression
• Title not available (Why is that?)
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Estimation of additive regression models with known links
• Local polynomial estimation of nonparametric simultaneous equations models
• EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS
• Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion

Cited In (4)

• Double kernel nonparametric estimation in semlparametric econometric models
• Smooth coefficient models with endogenous environmental variables
• A simple estimator for partial linear regression with endogenous nonparametric variables
• Estimation of a partially linear additive model with generated covariates

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