A simple estimator for partial linear regression with endogenous nonparametric variables

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 124
Issue: 1
Pages: 100-103

Authors (2)

Delgado, Michael S. (not in RePEc) Parmeter, Christopher F. (University of Miami)

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 simple kernel estimator for semiparametric partial linear models with endogeneity in the nonparametric function. Compared to the existing backfitting estimator, our estimator is notationally simpler and relatively easier to implement. We also discuss data-driven bandwidth selection to implement this estimator in practice. Monte Carlo exercises show that the finite sample performance of these two estimators is similar.

Technical Details

RePEc Handle
repec:eee:ecolet:v:124:y:2014:i:1:p:100-103
Journal Field
General
Author Count
2
Added to Database
2026-01-26