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...
Saved in:
Main Authors: | , |
---|---|
格式: | text |
語言: | English |
出版: |
Institutional Knowledge at Singapore Management University
2009
|
主題: | |
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 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
機構: | Singapore Management University |
語言: | English |
成為第一個發表評論!