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Semiparametric estimation with generated covariates

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We study a general class of semiparametric estimators when the infinite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametrically using generated covariates. Such estimators are used frequently to e.g., estimate nonlinear models with endogen...

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Hauptverfasser: Mammen, Enno (VerfasserIn) , Rothe, Christoph (VerfasserIn) , Schienle, Melanie (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: October 2016
In: Econometric theory
Year: 2016, Jahrgang: 32, Heft: 5, Pages: 1140-1177
ISSN:1469-4360
DOI:http://dx.doi.org/10.1017/S0266466615000134
Online-Zugang:Verlag, lizenzpflichtig, Volltext: https://doi.org/http://dx.doi.org/10.1017/S0266466615000134
Verlag, lizenzpflichtig, Volltext: https://search.proquest.com/docview/1819082988?pq-origsite=gscholar
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Verfasserangaben:Enno Mammen, Christoph Rothe, Melanie Schienle

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