Nonparametric Instrumental Regression.

The focus of the paper is the nonparametric estimation of an instrumental regression function * defined by conditional moment restrictions stemming from a structural econometric model: E[Y- *(Z) | W]=0, and involving endogeneous variables Y and Z and instruments W.

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Year of publication:	2000
Authors:	Darolles, S. ; Florens, J.-P. ; Renault, E.
Subject:	REGRESSION ANALYSIS \| ECONOMETRICS

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Type of publication:	Book / Working Paper
Notes:	39 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780797