Delgado, Michael S.; Parmeter, Christopher F. - In: Economics Letters 124 (2014) 1, pp. 100-103
We propose a simple kernel estimator for semiparametric partial linear models with endogeneity in the nonparametric function. Compared to the existing backfitting estimator, our estimator is notationally simpler and relatively easier to implement. We also discuss data-driven bandwidth selection...