Kernel-based estimation of semiparametric regression in triangular systems uri icon

abstract

  • We propose a kernel-based estimator for a partially linear model in triangular systems where endogenous variables appear both in the nonparametric and linear component functions. Our estimator is easy to implement, has an explicit algebraic structure, and exhibits good finite sample performance in a Monte Carlo study. (C) 2011 Elsevier B.V. All rights reserved.

publication date

  • 2012
  • 2012
  • 2012