Additive nonparametric regression in the presence of endogenous regressors

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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Bibliographic Details
Main Authors: OZABACI, Deniz, HENDERSON, Daniel J., SU, Liangjun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
Additive regression
Endogeneity
Generated regressors
Oracle estimation
Structural equation
Econometrics
Economics
Online Access: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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Institution: Singapore Management University
Language: English

Internet

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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