Estimation of Nonparametric Models With Simultaneity.

We introduce methods for estimating nonparametric, nonadditive models with simultaneity. The methods are developed by directly connecting the elements of the structural system to be estimated with features of the density of the observable variables, such as ratios of derivatives or averages of produ...

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Detalles Bibliográficos

Publicado en:	Econometrica Vol. 83; no. 1; pp. 1 - 67
Autor principal:	Matzkin, Rosa L.
Formato:	Artículo
Publicado:	Wiley-Blackwell Jan2015
Materias:	Estimation theory Density functionals Regression analysis Matrix inversion Least squares
Acceso en línea:	Ver este registro en EBSCOhost