Linear instrumental variables model averaging estimation
نویسندگان
چکیده
منابع مشابه
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 ...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2014
ISSN: 0167-9473
DOI: 10.1016/j.csda.2013.05.008