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: PHILLIPS, Peter C. B., SU, Liangjun
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語言:English
出版: Institutional Knowledge at Singapore Management University 2009
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在線閱讀: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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機構: Singapore Management University
語言: English