Nonparametric instrumental variable (NPIV) estimation is a cutting‐edge methodological framework employed to uncover causal relationships in the presence of endogenous regressors, without imposing ...
This paper extends the usual Instrumental Variables estimator of the parameters of a linear regression involving stochastic regressors to the case where these parameters are subject to exact linear ...
In the usual Gauss-Markov (GM) framework of structural linear models, the GM estimators of the regression parameters become inconsistent if at least one of the ...