Arbeitspapier

Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

The main objective of this paper is to derive the efficiency bounds for estimating certain linear functionals of an unknown structural function when the latter is not itself a conditional expectation.

Language
Englisch

Bibliographic citation
Series: cemmap working paper ; No. CWP13/07

Classification
Wirtschaft
Subject
Nichtparametrisches Verfahren
Regression
Instrumentalvariablen-Schätzmethode
Theorie

Event
Geistige Schöpfung
(who)
Severini, Thomas A.
Tripathi, Gautam
Event
Veröffentlichung
(who)
Centre for Microdata Methods and Practice (cemmap)
(where)
London
(when)
2007

DOI
doi:10.1920/wp.cem.2007.1307
Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Severini, Thomas A.
  • Tripathi, Gautam
  • Centre for Microdata Methods and Practice (cemmap)

Time of origin

  • 2007

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