Nonparametric two‐step regression estimation when regressors and error are dependent

By Jons Pinkse. 2000

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Local polynomial estimation of nonparametric simultaneous equations models (2008, methodology): “rate much faster than that of Newey and Powell (2003) and that of Pinkse (2000) for DGPs 2–4.”
Tighter bounds in triangular systems (2011, unknown): “The object of estimation in Newey, Powell, and Vella (1999) and Pinkse (2000) is g ( x∗, E(u|v = v∗) ) , which is similar to ψ∗, but in those papers the errors are assumed additively separable in both equations in (1).”
Applied Nonparametric Instrumental Variables Estimation (2011, methodology): “Further discussion of the control function approach is available in Pinkse (2000) and Blundell and Powell (2003).”
Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models (2007, background): “Newey et al. (1999), and Pinkse (2000) considered series estimation of a triangular system of simultaneous equations.”