Comments on: Nonparametric inference with generalized likelihood ratio tests
Tài liệu tham khảo
Blundell R, Horowitz JL (2007) A nonparametric test of exogeneity. Rev Econ Stud 74:1035–1058
Blundell R, Chen X, Kristensen D (2007) Semi-nonparametric IV estimation of shape-invariant Engel curves. Econometrica (forthcoming)
Darolles S, Florens J-P, Renault E (2006) Nonparametric instrumental regression. Working paper, GREMAQ, University of Social Science, Toulouse
Hall P, Horowitz JL (2005) Nonparametric estimation in the presence of instrumental variables. Ann Stat 6:2904–2929
Hansen L-P (1982) Large sample properties of generalized method of moments estimators. Econometrica 50:1029–1054
Horowitz JL (2006) Testing a parametric model against a nonparametric alternative with identification through instrumental variables. Econometrica 74:521–538
Kress R (1999) Linear integral equations, 2nd edn. Springer, New York
Newey WK, Powell JL (2003) Instrumental variable estimation in nonparametric models. Econometrica 67:565–603