메뉴 건너뛰기




Volumn 22, Issue 2, 2006, Pages 258-278

Some identification issues in nonparametric linear models with endogenous regressors

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33644928709     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060117     Document Type: Article
Times cited : (29)

References (29)
  • 1
    • 0141981616 scopus 로고    scopus 로고
    • Efficient estimation of models with conditional moment restrictions containing unknown functions
    • Ai, C. & X. Chen (2003) Efficient estimation of models with conditional moment restrictions containing unknown functions. Econometrica 71, 1795-1843.
    • (2003) Econometrica , vol.71 , pp. 1795-1843
    • Ai, C.1    Chen, X.2
  • 2
    • 84926955922 scopus 로고    scopus 로고
    • Endogeneity in nonparametric and semiparametric regression models
    • M. Dewatripont, L. Hansen, & S. Turnovsky (eds.). Cambridge University Press
    • Blundell, R. & J.L. Powell (2003) Endogeneity in nonparametric and semiparametric regression models. In M. Dewatripont, L. Hansen, & S. Turnovsky (eds.), Advances in Economics and Econometrics: Theory and Applications, vol. 2, pp. 312-357. Cambridge University Press.
    • (2003) Advances in Economics and Econometrics: Theory and Applications , vol.2 , pp. 312-357
    • Blundell, R.1    Powell, J.L.2
  • 3
    • 0000341667 scopus 로고
    • Remarks on functional canonical variates, alternating least squares methods and ACE
    • Buja, A. (1990) Remarks on functional canonical variates, alternating least squares methods and ACE. Annals of Statistics 18, 1032-1069.
    • (1990) Annals of Statistics , vol.18 , pp. 1032-1069
    • Buja, A.1
  • 8
    • 84927067059 scopus 로고    scopus 로고
    • Inverse problems and structural econometrics: The example of instrumental variables
    • M. Dewatripont, L. Hansen, & S. Turnovsky (eds.). Cambridge University Press
    • Florens, J.-P. (2003) Inverse problems and structural econometrics: The example of instrumental variables. In M. Dewatripont, L. Hansen, & S. Turnovsky (eds.), Advances in Economics and Econometrics: Theory and Applications, vol. 2, pp. 284-311. Cambridge University Press.
    • (2003) Advances in Economics and Econometrics: Theory and Applications , vol.2 , pp. 284-311
    • Florens, J.-P.1
  • 9
  • 13
    • 33644926761 scopus 로고    scopus 로고
    • Nonparametric methods for inference in the presence of instrumental variables
    • Hall, P. & J.L. Horowitz (2003) Nonparametric Methods for Inference in the Presence of Instrumental Variables. CEMMAP Working paper CWP02/03.
    • (2003) CEMMAP Working Paper CWP , vol.2 , Issue.3
    • Hall, P.1    Horowitz, J.L.2
  • 17
    • 0010701479 scopus 로고
    • Regression models with infinitely many parameters: Consistency of bounded linear functionals
    • Li, K.-C. (1984) Regression models with infinitely many parameters: Consistency of bounded linear functionals. Annals of Statistics 12, 601-611.
    • (1984) Annals of Statistics , vol.12 , pp. 601-611
    • Li, K.-C.1
  • 20
  • 21
    • 70350096085 scopus 로고
    • Large sample estimation and hypothesis testing
    • R. Engle & D. McFadden (eds.). Elsevier Science B.V.
    • Newey, W.K. & D. McFadden (1994) Large sample estimation and hypothesis testing. In R. Engle & D. McFadden (eds.), Handbook of Econometrics, vol. 4, pp. 2111-2245. Elsevier Science B.V.
    • (1994) Handbook of Econometrics , vol.4 , pp. 2111-2245
    • Newey, W.K.1    McFadden, D.2
  • 22
    • 0142007871 scopus 로고    scopus 로고
    • Instrumental variables estimation of nonparametric models
    • Newey, W.K. & J.L. Powell (2003) Instrumental variables estimation of nonparametric models. Econometrica 71, 1557-1569.
    • (2003) Econometrica , vol.71 , pp. 1557-1569
    • Newey, W.K.1    Powell, J.L.2
  • 23
    • 0000016616 scopus 로고    scopus 로고
    • Nonparametric estimation of triangular simultaneous equations models
    • Newey, W.K., J.L. Powell, & F. Vella (2003) Nonparametric estimation of triangular simultaneous equations models. Econometrica 67, 565-603.
    • (2003) Econometrica , vol.67 , pp. 565-603
    • Newey, W.K.1    Powell, J.L.2    Vella, F.3
  • 24
    • 84950641991 scopus 로고
    • On a general iterative method for the approximate solution of linear operator equations
    • Petryshyn, W. (1963) On a general iterative method for the approximate solution of linear operator equations. Mathematics of Computation 17, 1-10.
    • (1963) Mathematics of Computation , vol.17 , pp. 1-10
    • Petryshyn, W.1
  • 25
    • 0034343738 scopus 로고    scopus 로고
    • Nonparametric two-step regression estimation when regressors and error are independent
    • Pinkse, J. (2000) Nonparametric two-step regression estimation when regressors and error are independent. Canadian Journal of Statistics 28, 289-300.
    • (2000) Canadian Journal of Statistics , vol.28 , pp. 289-300
    • Pinkse, J.1
  • 26
    • 0000218602 scopus 로고
    • Root-N-consistent semiparametric regression
    • Robinson, P.M. (1988) Root-N-consistent semiparametric regression. Econometrica 56, 931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.M.1
  • 27
    • 0000255809 scopus 로고
    • Conditions for identification in nonparametric and parametric models
    • Roehrig, C.S. (1988) Conditions for identification in nonparametric and parametric models. Econometrica 56, 433-447.
    • (1988) Econometrica , vol.56 , pp. 433-447
    • Roehrig, C.S.1
  • 28
    • 33644905929 scopus 로고
    • CBMS-NSF Regional Conference Series in Applied Mathematics, no. 59
    • Wahba, G. (1990) Spline Models for Observational Data. CBMS-NSF Regional Conference Series in Applied Mathematics, no. 59.
    • (1990) Spline Models for Observational Data
    • Wahba, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.