This paper develops a theory of estimating parameters of a generated regressor model in which some explanatory variables in the equation of interest are the unknown conditional means of certain ...
At first glance, fiscal planning can seem more complex and time-consuming than it’s worth. But according to Professor Harold Pollack of the University of Chicago, you can fit all the financial advice ...
In this paper, we propose simultaneous confidence bands for the nonparametric link function in single-index models in the presence of a nuisance index parameter. We establish the asymptotic properties ...