Nonparametric Estimation of Models with Generated Regressors
研究含生成回归变量的模型的非参数核估计，推导估计量的渐近分布，并展示如何用生成回归变量降低非参数模型的维度，最后用劳动供给方程实例说明。
This paper considers nonparametric kernel estimation of models with generated regressors and derives the asymptotic distribution of the resulting estimators. It is also shown how generated regressors may be used to reduce the dimensionality of certain nonparametric models. A labour supply equation is estimated to illustrate the technique.