INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

JOURNAL ARTICLE published October 2004 in Econometric Theory

Authors: Mehmet Caner | Bruce E. Hansen

Instrumental Variable Estimation of a Simple Simultaneous Equations Model with a Singular Error Variance Matrix

JOURNAL ARTICLE published August 1993 in Econometric Theory

Authors: R.W. Farebrother

LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION

JOURNAL ARTICLE published June 2012 in Econometric Theory

Authors: Michael Levine | Jinguang Li

Instrumental Variable Estimation of a Simple Simultaneous Equations Model with a Singular Error Variance Matrix

JOURNAL ARTICLE published December 1992 in Econometric Theory

Authors: R. W. Farebrother

INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT

JOURNAL ARTICLE published December 2010 in Econometric Theory

Authors: Jushan Bai | Serena Ng

Underspecified Linear Model and the Best Instrumental Variable Estimator

JOURNAL ARTICLE published August 1995 in Econometric Theory

Authors: Francisco Goerlich

INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY

JOURNAL ARTICLE published October 2022 in Econometric Theory

Authors: Xu Cheng | Xu Han | Atsushi Inoue

RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES

JOURNAL ARTICLE published 31 August 2001 in Econometric Reviews

Authors: Shigeru Iwata

Underspecified Linear Model and the Best Instrumental Variable Estimator

JOURNAL ARTICLE published June 1994 in Econometric Theory

Authors: Eric Iksoon Im

Nonparametric Instrumental Variable Estimation in Practice

JOURNAL ARTICLE published 1 January 2016 in Journal of Econometric Methods

Authors: Philip Shaw | Michael Andrew Cohen | Tao Chen

Double filter instrumental variable estimation of panel data models with weakly exogenous variables

JOURNAL ARTICLE published 21 October 2019 in Econometric Reviews

Research funded by KAKENHI (25780153,15H01943,16H03606,17K03660)

Authors: Kazuhiko Hayakawa | Meng Qi | Jörg Breitung

Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model

JOURNAL ARTICLE published June 1997 in Econometric Theory

Authors: S.K. Sapra

Unobservable Variable Model Estimation

JOURNAL ARTICLE published February 1987 in Econometric Theory

Authors: Aman Ullah

A Generalized Non-Parametric Instrumental Variable-Control Function Approach to Estimation in Nonlinear Settings

JOURNAL ARTICLE published 21 January 2022 in Journal of Econometric Methods

Authors: Kyoo il Kim | Amil Petrin

A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL

JOURNAL ARTICLE published June 2002 in Econometric Theory

Authors: Mehmet Caner

Estimation of an Error in Variable Autoregressive Model

JOURNAL ARTICLE published August 1989 in Econometric Theory

Authors: Alain Trognon

Estimation of an Error in Variable Autoregressive Model

JOURNAL ARTICLE published August 1988 in Econometric Theory

Authors: Alain Trognon

INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION

JOURNAL ARTICLE published February 2021 in Econometric Theory

Authors: Takuya Ura

Robustness of Bootstrap in Instrumental Variable Regression

JOURNAL ARTICLE published 16 March 2015 in Econometric Reviews

Authors: Lorenzo Camponovo | Taisuke Otsu

INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA

JOURNAL ARTICLE published August 2005 in Econometric Theory

Authors: Jeffrey M. Wooldridge