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Nonparametric regression with nonparametrically generated covariates

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We analyze the properties of non- and semiparametric estimation procedures involving nonparametric regression with generated covariates. Such estimators appear in numerous econometric applications, including nonparametric estimation of simultaneous equation models, sample selection models, treatment...

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Bibliographic Details
Main Authors: Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Berlin SFB 649, Economic Risk 2010
Edition:This version: September 2010
Series:SFB 649 discussion paper 2010-059
In: SFB 649 discussion paper (2010-059)

Subjects:
Arbeitspapier
Graue Literatur
Online Access:Verlag, Volltext: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2010-059.pdf
Download aus dem Internet, Stand: 14.12.2010, Volltext: http://hdl.handle.net/10419/56748
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Author Notes:Enno Mammen; Christoph Rothe; Melanie Schienle
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Nonparametric regression with nonparametrically generated covariates by Mammen, Enno (Author) , Rothe, Christoph (Author) , Schienle, Melanie (Author) ,


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