Schennach, Susanne; White, Halbert; Chalak, Karim - In: Journal of Econometrics 166 (2012) 2, pp. 282-302
We study the scope of local indirect least squares (LILS) methods for nonparametrically estimating average marginal effects of an endogenous cause X on a response Y in triangular structural systems that need not exhibit linearity, separability, or monotonicity in scalar unobservables. One main...
