Additive nonparametric regression in the presence of endogenous regressors
In this article we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient, and free from the curse of dimensionality. Monte Carlo...
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المؤلفون الرئيسيون: | , , |
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التنسيق: | text |
اللغة: | English |
منشور في: |
Institutional Knowledge at Singapore Management University
2014
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الموضوعات: | |
الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/soe_research/1634 https://ink.library.smu.edu.sg/context/soe_research/article/2633/viewcontent/AdditiveNonParametricRegressorsEndogenous.pdf https://ink.library.smu.edu.sg/context/soe_research/article/2633/filename/0/type/additional/viewcontent/UBES_A_917590_Supplement.pdf |
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المؤسسة: | Singapore Management University |
اللغة: | English |
الانترنت
https://ink.library.smu.edu.sg/soe_research/1634https://ink.library.smu.edu.sg/context/soe_research/article/2633/viewcontent/AdditiveNonParametricRegressorsEndogenous.pdf
https://ink.library.smu.edu.sg/context/soe_research/article/2633/filename/0/type/additional/viewcontent/UBES_A_917590_Supplement.pdf