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Nonparametric estimation in case of endogenous selection

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This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data when selection is endogenous. Our approach relies on independence between covariates and selection conditionally on potential outcomes. Endogeneity of regressors is also allowed for....

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Main Authors: Breunig, Christoph (Author) , Mammen, Enno (Author) , Simoni, Anna (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Berlin SFB 649, Economic Risk 2015
Series:SFB 649 discussion paper 2015-050
In: SFB 649 discussion paper (2015-050)

Subjects:
Arbeitspapier
Graue Literatur
Online Access:Resolving-System, Volltext: http://hdl.handle.net/10419/146165
Verlag, Volltext: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2015-050.pdf
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Author Notes:Christoph Breunig; Enno Mammen; Anna Simoni
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Nonparametric estimation in case of endogenous selection by Breunig, Christoph (Author) , Mammen, Enno (Author) , Simoni, Anna (Author) ,


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Nonparametric estimation in case of endogenous selection by Breunig, Christoph (Author) , Mammen, Enno (Author) , Simoni, Anna (Author) ,


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Nonparametric estimation in case of endogenous selection by Breunig, Christoph (Author) , Mammen, Enno (Author) , Simoni, Anna (Author) ,


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