Efficient semiparametric instrumental variable estimation under conditional heteroskedasticity
Year of publication: |
2012
|
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Authors: | Yao, Feng |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 10.2012, 1, p. 32-55
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Subject: | Instrumental variables | semiparametric regression | efficient estimation | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | IV-Schätzung | Heteroskedastizität | Heteroscedasticity | Regressionsanalyse | Regression analysis |
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