Local Polynomial Estimation of Nonparametric Simultaneous Equations Models
We define a new procedure for consistent estimation of nonparametric simultaneous equations models under the conditional mean independence restriction of Newey et al. [1999. Nonparametric estimation of triangular simultaneous equation models. Econometrica 67, 565-603]. It is based upon local polynom...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2008
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/287 https://ink.library.smu.edu.sg/context/soe_research/article/1286/viewcontent/Local_Polynomial_Estimation_2008.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |