Nonparametric Estimation of Models with Generated Regressors

DOI10.2307/2527325zbMath0853.62032OpenAlexW1971018781MaRDI QIDQ4889512

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

nonparametric regressiongenerated regressorsnonparametric kernel estimationlabour supply equation

Mathematics Subject Classification ID

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

Related Items (8)

A note on non-parametric estimation with predicted variables ⋮ Two-step series estimation and specification testing of (partially) linear models with generated regressors ⋮ Double kernel nonparametric estimation in semlparametric econometric models ⋮ Error covariance matrix correction based approach to functional coefficient regression models with generated covariates ⋮ Yet another look at the omitted variable bias ⋮ 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

This page was built for publication: Nonparametric Estimation of Models with Generated Regressors