We consider the semi-parametric regression model Y=Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient vector and function, and where the variables (X, Z) are endogenous. We propose necessary and sufficient conditions for the identification of the parameters in the presence of instrumental variables. We also focus on the estimation of β. It is known that the presence of φ may lead to a slow rate of convergence for the estimator of β. An additional complication in the fully endogenous model is that the solution of the equation necessitates the inversion of a compact operator that has to be estimated non-parametrically. In general this inversion is not stable, thus the estimation of β is ill-posed. In this paper, a inline image-consistent...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider the semi-parametric regression model Y=Xtβ+φ(Z) where β and φ(·) are unknown slope coeff...
We consider the semi-parametric regression model Y=Xtβ+φ(Z) where β and φ(·) are unknown slope coeff...
We consider the semi-parametric regression model Y=Xtβ+φ(Z) where β and φ(·) are unknown slope coeff...
We consider the semi-parametric regression model Y=X^tβ+φ(Z) where β and φ(·) are unknown slope coef...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider the semiparametric regressionXtβ+φ(Z) where β and φ(·) are unknown slope coefficient vec...
We consider the semiparametric regression X t +(Z) where and (℗ʺ) are unknown slope coefficient vect...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider a semiparametric transformation model, in which the regression func- tion has an additiv...
We consider a semiparametric transformation model, in which the regression func- tion has an additiv...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider the semi-parametric regression model Y=Xtβ+φ(Z) where β and φ(·) are unknown slope coeff...
We consider the semi-parametric regression model Y=Xtβ+φ(Z) where β and φ(·) are unknown slope coeff...
We consider the semi-parametric regression model Y=Xtβ+φ(Z) where β and φ(·) are unknown slope coeff...
We consider the semi-parametric regression model Y=X^tβ+φ(Z) where β and φ(·) are unknown slope coef...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider the semiparametric regressionXtβ+φ(Z) where β and φ(·) are unknown slope coefficient vec...
We consider the semiparametric regression X t +(Z) where and (℗ʺ) are unknown slope coefficient vect...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider the semiparametric regression Xtβ+φ(Z) where β and φ(·) are unknown slope coefficient ve...
We consider a semiparametric transformation model, in which the regression func- tion has an additiv...
We consider a semiparametric transformation model, in which the regression func- tion has an additiv...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...
We consider a semiparametric single-index model and suppose that endogeneity is present in the expla...