nonparametric control function approach. Using a series approximation we propose a two-step estimation method for the threshold … parameter. For the regression coefficients, we consider least-squares estimation in the case of exogenous regressors and two …-stage least-squares estimation in the case of endogenous regressors. We show that our estimators are consistent and derive their …

estimate, one would like to recover the unknown functional form. This chapter provides an introduction to the estimation of the … number of moment conditions is infinite, and in the nonparametric estimation of instrumental variable regressions. In the …

In this paper, we address the identification and estimation of insurance models where insurees have private information … apply to any form of competition. We propose a novel estimation procedure combining nonparametric estimators and GMM … estimation that we illustrate in a Monte Carlo study. …

a nonparametric adjustment for covariates, building on ideas from the literature on double robust estimation. It is …

of autocorrelation is established. We find that it automatically produces a consistent estimation of nuisance parameters …