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Original Articles

Efficient estimation of non parametric simultaneous equations models

Pages 3411-3416 | Received 15 Sep 2012, Accepted 08 Jun 2015, Published online: 21 Apr 2016

References

  • Linton, O. (1997). Efficient estimation of additive nonparametric regression models. Biometrika 84:469–473.
  • Linton, O. (2000). Efficient estimation of generalized additive nonparametric regression models. Economet. Theory 16:502–523.
  • Masry, E. (1996). Multivariate regression estimation: local polynomial fitting for time series. Stochastic Proces. Appl. 65:81–101.
  • Newey, W.K., Powell, J.L. (2003). Instrumental variable estimation of nonparametric models. Econometrica 71:1565–1578.
  • Newey, W.K., Powell, J.L., Vella, F. (1999). Nonparametric estimation of triangular simultaneous equation models. Econometrica 67:565–603.
  • Pinkse, J. (2000). Nonparametric two-step regression estimation when regressors and errors are dependent. Can. J. Stat. 28:289–300.
  • Su, L., Ullah, A. (2008). Local polynomial estimation of nonparametric simultaneous equation models. J. Economet. 144:193–218.

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