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

<p>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:	2007-05
Authors:	Severini, Thomas A. ; Tripathi, Gautam
Institutions:	Centre for Microdata Methods and Practice (CEMMAP)

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Extent:	application/pdf
Series:	CeMMAP working papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number CWP13/07
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005811440