Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

The main objective of this paper is to derive the efficiency bounds for estimating certain linear functionals of an unknown structural function when the latter is not itself a conditional expectation.

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Year of publication:	2007
Authors:	Severini, Thomas A. ; Tripathi, Gautam
Publisher:	London : Centre for Microdata Methods and Practice (cemmap)
Subject:	Nichtparametrisches Verfahren \| Regression \| Instrumentalvariablen-Schätzmethode \| Theorie

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Series:	cemmap working paper ; CWP13/07
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.1920/wp.cem.2007.1307 [DOI] 534556175 [GVK] hdl:10419/79333 [Handle] RePEc:ifs:cemmap:13/07 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010318510