Kernel-based estimation of semiparametric regression in triangular systems

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 1
Pages: 24-27

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a kernel-based estimator for a partially linear model in triangular systems where endogenous variables appear both in the nonparametric and linear component functions. Our estimator is easy to implement, has an explicit algebraic structure, and exhibits good finite sample performance in a Monte Carlo study.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:1:p:24-27
Journal Field
General
Author Count
2
Added to Database
2026-01-25