Improvement Instrumental Variables Method for Output Error Model

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Diagnosis Measurement Error and Instrumental Variables

As is well understood among clinical researchers, medical diagnoses often suffer from substantial measurement error. This is particularly true for mental health diagnoses.1 Reliance on inaccurate diagnosis indicators can substantially compromise researchers’ and clinicians’ ability to reliably evaluate treatment approaches, measure clinical progress, or estimate relationships between patient at...

متن کامل

Correcting Instrumental Variables Estimators for Systematic Measurement Error.

Instrumental variables (IV) estimators are well established to correct for measurement error on exposure in a broad range of fields. In a distinct prominent stream of research IV's are becoming increasingly popular for estimating causal effects of exposure on outcome since they allow for unmeasured confounders which are hard to avoid. Because many causal questions emerge from data which suffer ...

متن کامل

Instrumental Variables / Method of Moments Estimation 80

The chapter discusses generalized method of moments (GMM) estimation methods for spatial models. Much of the discussion is on GMM estimation of Cliff-Ord-type models where spatial interactions are modeled in terms of spatial lags. The chapter also discusses recent developments on GMM estimation from data processes which are spatially α-mixing. I.R. Prucha Department of Economics, University of ...

متن کامل

Linear instrumental variables model averaging estimation

Model averaging (MA) estimators in the linear instrumental variables regression framework are considered. The obtaining of weights for averaging across individual estimates by direct smoothing of selection criteria arising from the estimation stage is proposed. This is particularly relevant in applications in which there is a large number of candidate instruments and, therefore, a considerable ...

متن کامل

Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables

This article may be used for research, teaching and private study purposes. Any substantial or systematic reproduction, redistribution , reselling , loan, sub-licensing, systematic supply or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Procedia Computer Science

سال: 2019

ISSN: 1877-0509

DOI: 10.1016/j.procs.2019.09.030