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Author: Luke Taylor
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Hao Dong, Taisuke Otsu and Luke Taylor
We propose two novel bandwidth selection procedures for the nonparametric regression model with classical measurement error in the regressors. Each method is based on evaluating the prediction errors of the regression us...Read more...
25 January 2022
We propose a semiparametric estimator for varying coeﬃcient models when the regressors in the nonparametric component are measured with error. Varying coeﬃcient models are an extension of other popular semi...Read more...
26 November 2019
17 May 2019
Taisuke Otsu and Luke Taylor
This paper considers specification testing for regression models with errors-in-variables and proposes a test statistic comparing the distance between the parametric and nonparametric fits based on deconvolution techniqu...Read more...
15 August 2016
In this paper we develop a nonparametric estimator for the local average response of a censored dependent variable to endogenous regressors in a nonseparable model where the unobservable error term is not restricted to b...Read more...
6 August 2014