Escanciano, Juan Carlos; Jacho-Chávez, David; Lewbel, … - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 561-589
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...
