Nonparametric estimation of models with generated regressors

• 成果类型: Article
• 署名作者: Rilstone, P
• 刊物名称: INTERNATIONAL ECONOMIC REVIEW
• ISSN/ISSBN: 0020-6598
• DOI: 10.2307/2527325
• 发表日期: 1996
• 页码: 299-313
• 关键词: semiparametric regression; coefficients; CONVERGENCE; rates

摘要

This paper considers nonparametric kernel estimation of models with generated regressors and derives the asymptotic distribution of the resulting estimators. It is also shown how generated regressors may be used to reduce the dimensionality of certain nonparametric models. A labour supply equation is estimated to illustrate the technique.