This paper presents a simple two-step nonparametric estimator for a triangular simultaneous equation model. The authors use series approximations that exploit the additive structure of the model. The first step comprises the nonparametric estimation of the reduced form and the corresponding...

In econometrics there are many occasions where knowledge of the structural relationship among dependent variables is required to answer questions of interest. This paper gives identification and estimation results for nonparametric conditional moment restrictions. We characterize identification...