This paper considers estimation situations where identification, endogeneity and non-spherical regression error problems are present. Instead of always using GMM despite weak instruments to solve the endogeneity, it is possible to first check whether endogeneity is serious enough to cause...

Partial derivatives have a special place in economics since the marginal revolution of the 1850s. We present results from multivariate partial derivative estimates using nonlinear non-parametric regressions in a finite difference method, accessible via the R-package NNS. Numerical partial...