Nonparametric Estimation of Models with Generated Regressors

DOI10.2307/2527325MaRDI QIDQ4889512zbMATH OpenOpenAlexFDO

Authors Paul Rilstone

Publication date 12 August 1996

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527325

zbMATH Keywords

generated regressorslabour supply equationnonparametric kernel estimationnonparametric regression

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Applications of statistics to economics (62P20)

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Cited in

(17)

• Generated regressors in linear and nonlinear models
• American options with stochastic dividends and volatility: a nonparametric investigation
• Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
• Semiparametric models with single-index nuisance parameters
• Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models
• A note on non-parametric estimation with predicted variables
• Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
• The Use of Multivariate Generated Regressors in the Presence of Heteroskedasticity
• ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
• Nonparametric regression with nonparametrically generated covariates
• Double kernel nonparametric estimation in semlparametric econometric models
• Generated covariates in nonparametric estimation: a short review
• Two-step series estimation and specification testing of (partially) linear models with generated regressors
• Yet another look at the omitted variable bias
• Layered policy analysis in program evaluation using the marginal treatment effect
• On uniform consistency of nonparametric estimators smoothed by the gamma kernel
• Developing an immigration policy for Germany on the basis of a nonparametric labor market classification

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