Martins-Filho, Carlos; Mishra, Santosh; Ullah, Aman - In: Econometric Reviews 27 (2008) 4-6, pp. 542-573
In this article we define a class of estimators for a nonparametric regression model with the aim of reducing bias. The estimators in the class are obtained via a simple two-stage procedure. In the first stage, a potentially misspecified parametric model is estimated and in the second stage the...
