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You searched for "instrumental variable"

Econometrics Paper
Nonparametric instrumental regression with errors in variables Karun Adusumilli and Taisuke Otsu
July 2015
Paper No' EM/2015/585:
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JEL Classification: C26


Tags: nonparametric instrumental variable regression; measurement error; inverse problem; deconvolution; measurement error

Econometrics Paper
Robustness of bootstrap in instrumental variable regression Lorenzo Camponovo and Taisuke Otsu
January 2014
Paper No' EM/2014/572:
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JEL Classification: C14; C15


Tags: bootstrap; breakdown point; instrumental variables

Econometrics Paper
Statistical Inference on Regression with Spatial Dependence Peter M Robinson and Supachoke Thawornkaiwong
April 2010
Paper No' EM/2010/554:
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JEL Classification: C13; C14; C21


Tags: linear regression; partly linear regression; nonparametric regression; spatial data; instrumental variables; asymptotic normality; variance estimation

Econometrics Paper
ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL Woocheol Kim and Oliver Linton
October 2009
Paper No' EM/2009/539:
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JEL Classification: C14


Tags: inverse problem; instrumental variable; igarch; kernel estimation; nonparametric regression

Econometrics Paper
An Alternative Way of Computing Efficient Instrumental Variable Estimators Xiaohong Chen, David T. Jacho-Chávez and Oliver Linton June 2009
Paper No' EM/2009/536:
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JEL Classification: C12, C13, C14.


Tags: instrumental variables; minimum distance; semiparametric efficiency; two-stage least squares

Econometrics Paper
Instrumental Variables Estimation of Stationary and Nonstationary Cointegrating Regressions Peter M Robinson and M. Gerolimetto April 2006
Paper No' EM/2006/500:
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JEL Classification: C32


Tags: cointegration; instrumental variables estimation; i(d) processes.