White, Halbert; Chalak, Karim; Schennach, Susanne - Department of Economics, Boston College - 2007
We study the scope of local indirect least squares (LILS) methods for nonparametrically estimating average marginal effects of an endogenous cause X on a response Y in triangular structural systems that need not exhibit linearity, separability, or monotonicity in scalar unobservables. One main...