Partially linear models with endogeneity: a conditional moment-based approach

DOI10.1093/ECTJ/UTAB025MaRDI QIDQ5083308zbMATH OpenOpenAlexFDO

Authors Bertille Antoine, X. L. Sun

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL http://www.sfu.ca/econ-research/RePEc/sfu/sfudps/dp20-06.pdf

zbMATH Keywords

conditional mean independenceinstrumentminimum distance estimationnonlinearityRobinson's transformation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Estimation for conditional moment models based on martingale difference divergence
• A simple estimator for partial linear regression with endogenous nonparametric variables

This page was built for publication: Partially linear models with endogeneity: a conditional moment-based approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083308)