Efficient estimation of non parametric simultaneous equations models. Issue 7 (3rd April 2017)
- Record Type:
- Journal Article
- Title:
- Efficient estimation of non parametric simultaneous equations models. Issue 7 (3rd April 2017)
- Main Title:
- Efficient estimation of non parametric simultaneous equations models
- Authors:
- Tu, Y.
- Abstract:
- ABSTRACT: This paper defines a new procedure to efficiently estimate non parametric simultaneous equations models. The proposed estimation procedure exploits the additive structure and achieves oracle efficiency without the knowledge of unobserved error terms. Furthermore, simulation results show that our new estimator outperforms the existing estimator in terms of mean squared error.
- Is Part Of:
- Communications in statistics. Volume 46:Issue 7(2017)
- Journal:
- Communications in statistics
- Issue:
- Volume 46:Issue 7(2017)
- Issue Display:
- Volume 46, Issue 7 (2017)
- Year:
- 2017
- Volume:
- 46
- Issue:
- 7
- Issue Sort Value:
- 2017-0046-0007-0000
- Page Start:
- 3411
- Page End:
- 3416
- Publication Date:
- 2017-04-03
- Subjects:
- Instrumental variables -- local polynomial regression -- non parametric additive models -- structural models
C13 -- C14 -- C30
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2015.1062104 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 2487.xml