Nonparametric two-stage estimation of simultaneous equations with limited endogenous regressors

Econometric Theory

Volumn 12, Issue 2, 1996, Pages 305-330

  Lee, Myoung Jae ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030547232     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006605     Document Type: Article

References (12)

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3. Andrews, D.W.K. (1994b) Empirical process methods in econometrics. In Handbook of Econometrics IV. Amsterdam: North-Holland.
4. Andrews, D.W.K. (1995) Nonparametric kernel estimation for semiparametric models. Econometric Theory 11, 560-596.
5. Collomb, G. & W. Härdle (1986) Strong uniform convergence rates in robust nonparametric time series analysis and prediction. Stochastic Processes and Their Applications 23, 77-89.
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10. Lee, M.J. (1992) Winsorized mean estimator for censored regression. Econometric Theory 8, 368-382.
11. Lee, M.J. (1993) Quadratic mode regression. Journal of Econometrics 57, 1-19.
12. Lee, M.J. (1995) Semiparametric estimation of simultaneous equations with limited dependent variables: A case study of female labor supply. Journal of Applied Econometrics 10, 187-200.