Mammen, Enno; Rothe, Christoph; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010
We analyze the properties of non- and semiparametric estimation procedures involving nonparametric regression with generated covariates. Such estimators appear in numerous econometric applications, including nonparametric estimation of simultaneous equation models, sample selection models,...
