Kovchegov, Yevgeniy; Yildiz, Nese - arXiv.org - 2014
We develop an approach that resolves a {\it polynomial basis problem} for a class of models with discrete endogenous covariate, and for a class of econometric models considered in the work of Newey and Powell (2003), where the endogenous covariate is continuous. Suppose $X$ is a $d$-dimensional...