Semiparametric estimation with generated covariates
We study a general class of semiparametric estimators when the in nite-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 endogenou...
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| Main Authors: | , , |
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| Format: | Book/Monograph Working Paper |
| Language: | English |
| Published: |
Berlin
SFB 649, Economic Risk
2014
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| Series: | SFB 649 discussion paper
2014-043 |
| In: |
SFB 649 discussion paper (2014-043)
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| Subjects: | |
| Online Access: | Verlag, Volltext: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2014-043.pdf Download aus dem Internet, Stand: 15.09.2014, Volltext: http://hdl.handle.net/10419/103778 
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| Author Notes: | Enno Mammen, Christoph Rothe, and Melanie Schienle |
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Semiparametric estimation with generated covariates
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Book/Monograph
Working Paper
Online Resource