Nonparametric Estimation of Models with Generated Regressors

DOI10.2307/2527325zbMATH Open0853.62032OpenAlexW1971018781MaRDI QIDQ4889512FDOQ4889512

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

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zbMATH Keywords

nonparametric regressiongenerated regressorsnonparametric kernel estimationlabour supply equation

Mathematics Subject Classification ID

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

Cited In (12)

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

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