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	Efficient estimation of non parametric simultaneous equations models
	Tu, Y.
	2017
关键词	Instrumental variables local polynomial regression non parametric additive models structural models NONPARAMETRIC REGRESSION-MODELS
英文摘要	This paper defines a new procedure to efficiently estimate non parametric simultaneous equations models. The proposed estimation procedure exploits the additive structure and achieves oracle efficiency without the knowledge of unobserved error terms. Furthermore, simulation results show that our new estimator outperforms the existing estimator in terms of mean squared error.; National Natural Science Foundation of China [71472007]; SCI(E); SSCI; ARTICLE; 7; 3411-3416; 46
语种	英语
出处	SCI
出版者	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/469505]
专题	数学科学学院
推荐引用方式 GB/T 7714	Tu, Y.. Efficient estimation of non parametric simultaneous equations models. 2017-01-01.

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