Functional coefficient instrumental variables models

Journal of Econometrics

Volumn 133, Issue 1, 2006, Pages 207-241

  Cai, Zongwu ^a,b   Das, Mitali ^c   Xiong, Huaiyu ^a   Wu, Xizhi ^d  

^a UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

^b SHANGHAI JIAO TONG UNIVERSITY   (China)

^c Och Spine at New York Presbyterian Hospitals   (United States)

^d RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Endogenous variables; Functional coefficient models; Instrumental variables; Local linear fitting; Nonparametric smoothing; Simultaneous equations

Indexed keywords

COMPUTER SIMULATION; EDUCATION; LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES; REGRESSION ANALYSIS; VECTORS;

ENDOGENOUS VARIABLES; FUNCTIONAL COEFFICIENT MODELS; INSTRUMENTAL VARIABLES; LOCAL LINEAR FITTING; NONPARAMETRIC SMOOTHING; SIMULTANEOUS EQUATIONS;

FUNCTION EVALUATION;

EID: 33745807586     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.03.014     Document Type: Article

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