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nonparametric estimator that is unbiased over the randomization distribution and derive its finite population limiting distribution …
Persistent link: https://www.econbiz.de/10012795665
Strategic interaction parameters characterize the impact of actions of one economic agent on the payoff of another economic agent, and are of great interest in both theoretical and empirical work. In this paper, by considering econometric models involving simultaneous discrete systems of...
Persistent link: https://www.econbiz.de/10011994545
estimation problem. More specifically, we derive the optimal rate for nonparametric point estimation of, and bounds for, the … for the nonparametric estimator that achieve that rate and derive the asymptotic distribution for a regularized estimator … expected revenue, are irregularly identified when bidding data are incomplete. We also give rates for nonparametric estimation …
Persistent link: https://www.econbiz.de/10011757071
We develop a minimum distance estimator for dynamic games of incomplete information. We take a two-step approach, following Hotz and Miller (1993), based on the pseudo-model that does not solve the dynamic equilibrium so as to circumvent the potential indeterminacy issues associated with...
Persistent link: https://www.econbiz.de/10011757102
nonparametric model of a triangular system. The paper derives a necessary and sufficient rank condition for identification, based on … which weak identification is established. Then nonparametric weak instruments are defined as a sequence of reduced …
Persistent link: https://www.econbiz.de/10012202234
We study the identification and estimation of covariate-conditioned average marginal effects of endogenous regressors in nonseparable structural systems when the regressors are mismeasured. We control for the endogeneity by making use of covariates as control variables; this ensures conditional...
Persistent link: https://www.econbiz.de/10011757766
Let H 0 (X) be a function that can be nonparametrically estimated. Suppose E [ Y | X ]= F 0 [ X ß 0 H 0 (X) ] . Many models fit this framework, including latent in- dex models with an endogenous regressor and nonlinear models with sample se- lection. We show that the vector ß 0 and unknown...
Persistent link: https://www.econbiz.de/10011800659
error by proportions, standard estimators are inconsistent. We model this problem as a nonparametric binomial mixture. Under …
Persistent link: https://www.econbiz.de/10011800929
This paper makes several important contributions to the literature about non- parametric instrumental variables (NPIV ) estimation and inference on a structural function h 0 and functionals of h 0 .First,wederivesup-normconvergence rates for computationally simple sieve NPIV (series two-stage...
Persistent link: https://www.econbiz.de/10011884399
. Provided that the (nonparametric) data combination procedure can only be defined in finite samples, we introduce a new notion …
Persistent link: https://www.econbiz.de/10011884494