DAROLLES, Serge; FLORENS, Jean-Pierre; RENAULT, Éric - Département de Sciences Économiques, Université de … - 2002
The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and instruments W. The function P is the solution of...