Instrumental variables estimators of nonparametric models with discrete endogenous regressors
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 124 (2005)
Issue (Month): 2 (February)
Pages: 335-361
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Web page: http://www.elsevier.com/locate/jeconom
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References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Cai, Zongwu, 2007. "Trending time-varying coefficient time series models with serially correlated errors," Journal of Econometrics, Elsevier, vol. 136(1), pages 163-188, January.
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- Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009. "Identification and Estimation by Penalization in Nonparametric Instrumental Regression," TSE Working Papers 09-076, Toulouse School of Economics (TSE).
- Frolich, Markus, 2007.
"Nonparametric IV estimation of local average treatment effects with covariates,"
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"Identifying the returns to lying when the truth is unobserved,"
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