Darolles, Serge; Florens, Jean-Pierre; Fan, Yanqin; … - Département Sciences Sociales, Agriculture et … - 2011
The focus of this paper is the nonparametric estimation of an instrumental regression function f defined by conditional moment restrictions that stem from a structural econometric model E[Y − f (Z) | W] = 0, and involve endogenous variables Y and Z and instruments W. The function f is the...