Hoderlein, Stefan; Holzmann, Hajo - In: Econometric Theory 27 (2011) 03, pp. 609-638
In this paper we are concerned with analyzing the behavior of a semiparametric estimator that corrects for endogeneity in a nonparametric regression by assuming mean independence of residuals from instruments only. Because it is common in many applications, we focus on the case where endogenous...
