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Keyword: nonparametric instrumental variable regression;
3 results found.
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Karun Adusumilli and Taisuke Otsu
This paper considers nonparametric instrumental variable regression when the endogenous variable is contaminated with classical measurement error. Existing methods are inconsistent in the presence of measurement error. W...Read more...
21 July 2015
Peter M Robinson and Supachoke Thawornkaiwong
Central limit theorems are developed for instrumental variables estimates of linear and semi-parametric partly linear regression models for spatial data. General forms of spatial dependence and heterogeneity in explanato...Read more...
Woocheol Kim and Oliver Linton
We propose a semiparametric IGARCH model that allows for persistence in variance but also allows for more flexible functional form. We assume that the difference of the squared process is weakly stationary. We propose an...Read more...