Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor
Recent work by Wang and Phillips (2009b, c) has shown that ill posed inverse problems do not arise in nonstationary nonparametric regression and there is no need for nonparametric instrumental variable estimation. Instead, simple Nadaraya Watson nonparametric estimation of a (possibly nonlinear) coi...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1171 https://ink.library.smu.edu.sg/context/soe_research/article/2170/viewcontent/NonparameticStructuralEstimation_2009_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |