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IDENTIFICATION AND ESTIMATION OF TRIANGULAR SIMULTANEOUS EQUATIONS MODELS WITHOUT ADDITIVITY
Category: Econometrics
ESTIMATION III Tuesday 27th August 2002, 14:30 - 16:00, Room: 1.1
Session Chair(s):
Laetitia Malavolti, GREMAQ - Université de Toulouse I, FRANCE
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Abstract:
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This paper is about a nonparametric structural model that is not additive in disturbances. We use independence and monotonicity conditions for identification. The average structural function is obtained from a nonparametaric regression on the endogenous variables and a control function which is the conditional distribution function for the regressors given the instruments. A two step series estimator is used, the first step estimating the conditional distribution and the second using this estimator as a regressor. Convergence rates are given.
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Find this file in the \Papers\1674\ folder of this CD-ROM.
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