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| Author: | |
| Title: | Nonparametric estimation of triangular simultaneous equations models |
| Journal: | Econometrica
1999 : MAY, VOL. 67:3, p. 565-603 |
| Index terms: | ECONOMETRICS ESTIMATION |
| Language: | eng |
| Abstract: | A simple two-step nonparametric estimator for a triangular simultaneous equation model is presented. The approach employs series approximations that exploit the additive structure of the model. The first step comprises the nonparametric estimation of the reduced form and the corresponding residuals. The second step is the estimation ofthe primary equation via nonparametric regression with the reduced form residuals included as a regressor. |
SCIMA