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Semiparametric Endogeneity.pdf

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Preview of Semiparametric Endogeneity
🔗 Source: orca.cardiff.ac.uk
📊 Size: 529 KB
📄 Pages: 42 pages
⬇️ Downloads: 23

Summary

Partially linear semiparametric models are used in empirical studies, but estimation procedures have not been developed to deal with endogeneity problems. The paper aims to address endogeneity in parametric and/or nonparametric components and provide guidance on estimation procedures. The authors introduce a new method to overcome endogeneity problems and discuss an adaptive data-driven method of bandwidth selection, showing its asymptotic optimality.

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Description

Partially linear semiparametric models are used in empirical studies, but estimation procedures have not been developed to deal with endogeneity problems.

Technical Information

  • File Format: PDF
  • File Size: 529 KB
  • Pages: 42
  • Language: EN
  • Total Downloads: 23
  • Last Updated: 2 hours ago

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