nonparametric first step and a beta-adaptive portfolios construction. Our framework rationalizes the well-known estimation algorithm … ensure valid estimation and inference allowing for a range of hypotheses of interest in financial applications. We show that …

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …