Local Linear GMM Estimation of Functional Coefficient IV Models with Application to the Estimation of Rate of Return to Schooling

Local Linear GMM Estimation of Functional Coefficient IV Models with Application to the Estimation of Rate of Return to Schooling

We consider the local linear GMM estimation of functional coe cient models with a mix of discrete and continuous data and in the presence of endogenous regressors. We establish the asymptotic normality of the estimator and derive the optimal instrumental variable that minimizes the asymptotic varian...

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書目詳細資料
Main Authors:	SU, Liangjun, MURTAZASHVILI, Irina, ULLAH, Aman
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2013
主題:	Discrete variables Endogeneity Heterogeneity Functional coefficient Local linear GMM estimation Optimal instrumental variable Schooling Econometrics Economics Education
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1435 https://ink.library.smu.edu.sg/context/soe_research/article/2434/viewcontent/Schooling20121117.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

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