Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver - London School of Economics (LSE) - 2006
Let r (x, z) be a function that, along with its derivatives, can be consistently estimated nonparametrically. This paper discusses identification and consistent estimation of the unknown functions H, M, G and F, where r (x, z) = H [M (x, z)] and M (x, z) = G(x) + F (z). An estimation algorithm...