Optimizing Transmit Sequence and Instrumental Variables Receiver for Dual-Function Complexity System

MIMO system identification: state-space and subspace approximations versus transfer function and instrumental variables

Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for mor...

Transmit Beamforming for Optimizing Network Capacity

Optimal transmit beamforming is obtained by minimizing the total network transmit power subject to a nodelevel channel capacity constraint. The algorithm that achieves this is referred to as locally enabled global optimization (LEGO)1 and is especially efficient for networks with reciprocal internode transmit and receive channel responses, typically realizable in time division duplex (TDD) netw...

Instrumental Variables Before and LATEr

The modern formulation of the instrumental variable methods initiated the valuable interactions between economics and statistics literatures of causal inference and fueled new innovations of the idea. It helped resolving the long-standing confusion that the statisticians used to have on the method, and encouraged the economists to rethink how to make use of instrumental variables in policy anal...

Endogenous Regressors and Instrumental Variables

This is a more serious departure from the assumptions of the classical linear model than was the case for the Generalized Regression model, which maintained E("jX) = 0 but permitted nonconstant variances and/or nonzero correlations across error terms. Unlike the Generalized Regression model, the classical least squares estimator will be inconsistent for if the errors are correlated with the reg...