Instrumental variables estimation

Results: 32



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21Estimation theory / Statistical theory / Parametric statistics / Instrumental variable / Errors-in-variables models / Logistic regression / Ordinary least squares / Consistent estimator / Least squares / Statistics / Regression analysis / Econometrics

INSTRUMENT ASSISTED REGRESSION Instrument Assisted Regression for Errors in Variables Models with Binary Response KUN XU Department of Statistics, Texas A&M University

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Source URL: www.stat.tamu.edu

Language: English - Date: 2014-02-27 10:44:23
22Econometrics / Statistical theory / Statistical inference / Errors-in-variables models / Instrumental variable / Efficient estimator / Estimator / Linear regression / Normal distribution / Statistics / Estimation theory / Regression analysis

J. R. Statist. Soc. B[removed], Part 3, pp. 429–446 Semiparametric estimators of functional measurement error models with unknown error Peter Hall

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Source URL: www.stat.tamu.edu

Language: English - Date: 2008-05-28 10:46:29
23Statistical theory / Estimation theory / Statistical models / Linear regression / Errors-in-variables models / Semiparametric regression / Instrumental variable / Loss function / Parametric model / Statistics / Regression analysis / Econometrics

Variable selection in measurement error models

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Source URL: www.stat.tamu.edu

Language: English - Date: 2010-02-17 09:59:50
24Statistical models / Estimation theory / Parametric statistics / Linear regression / Ordinary least squares / Errors-in-variables models / Regression dilution / Moderation / Instrumental variable / Statistics / Regression analysis / Econometrics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-04-09 09:11:12
25Statistical inference / Econometrics / Robust statistics / Estimator / Bias of an estimator / Asymptotic theory / Parametric model / Median / Invariant estimator / Statistics / Statistical theory / Estimation theory

Location Properties of Point Estimators in Linear Instrumental Variables and Related Models∗ Keisuke Hirano Jack R. Porter

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Source URL: www.u.arizona.edu

Language: English - Date: 2013-12-30 02:13:27
26Statistical tests / Parametric statistics / Estimation theory / Instrumental variable / Estimator / Normal distribution / Heteroscedasticity / Endogeneity / T-statistic / Statistics / Econometrics / Regression analysis

A WEAK INSTRUMENT F-TEST IN LINEAR IV MODELS WITH MULTIPLE ENDOGENOUS VARIABLES Eleanor Sanderson Frank Windmeijer

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Source URL: www.efm.bris.ac.uk

Language: English - Date: 2014-06-30 05:04:36
27Statistical inference / Econometrics / Robust statistics / M-estimator / Non-parametric statistics / Estimator / Parametric model / Instrumental variable / Additive model / Statistics / Estimation theory / Regression analysis

APPLIED NONPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATION

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2009-11-11 13:08:18
28Statistical inference / Regression analysis / M-estimators / Estimator / Normal distribution / Generalized method of moments / Delta method / Bootstrapping / Instrumental variable / Statistics / Estimation theory / Econometrics

UNIFORM CONFIDENCE BANDS FOR FUNCTIONS ESTIMATED NONPARAMETRICALLY WITH INSTRUMENTAL VARIABLES JOEL L. HOROWITZ AND SOKBAE LEE Abstract. This paper is concerned with developing uniform confidence bands for functions esti

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2011-12-12 15:35:04
29Economics / Errors-in-variables models / System identification / Parameter / Linear regression / Instrumental variable / Least squares / Estimation theory / Control theory / Statistics / Regression analysis / Econometrics

Set-Membership Identification of LPV Models with Uncertain Measurements of the Time-Varying Parameter

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Source URL: diegoregruto.com

Language: English - Date: 2010-04-12 10:45:39
30Regression analysis / Economics / Generalized method of moments / Identifiability / Instrumental variable / Errors-in-variables models / Estimation theory / Econometrics / Statistics

Journal of Econometrics[removed]–280 Contents lists available at SciVerse ScienceDirect Journal of Econometrics journal homepage: www.elsevier.com/locate/jeconom

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Source URL: www.larspeterhansen.org

Language: English - Date: 2012-10-09 10:12:09
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