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Efficient Estimation of Nonparametric Simultaneous Equations Models
Local Polynomial Regression Nonparametric Additive Models Structural Models Instrumental Variables
2016/1/26
This paper defines a new procedure to efficiently estimate nonparametric simultaneous e-quations models that have been explored by Newey et al (1999) and Su and Ullah (2008).The proposed estimation pr...
Hitting probabilities for systems of non-linear stochastic heat equations with additive noise
Hitting probabilities systems of non-linear stochastic heat equations space-time white noise capacity Hausdor measure
2009/6/12
We consider a system of d coupled non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional additive space-time whitenoise. We establish upper and lower bounds on hitting pro...