Instrumental variables regression
Statistics Theory
2018-06-19 v1 Statistics Theory
Abstract
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identification in the IV model. The work also contains a multiplier-bootstrap justification.
Keywords
Cite
@article{arxiv.1806.06111,
title = {Instrumental variables regression},
author = {Andzhey Koziuk and Vladimir Spokoiny},
journal= {arXiv preprint arXiv:1806.06111},
year = {2018}
}