Addressing the omitted variables problem in a three-equation linear system

DOI10.1080/00949655.2025.2553750MaRDI QIDQ6852361zbMATH OpenFDO

Authors Tiefeng Ma, Shuangzhe Liu

Publication date 26 February 2026

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2025.2553750

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A stochastic algorithm for quantile regression models with fixed effects
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• Inference with Many Weak Instruments
• Instrumental variable estimation of heteroskedasticity adaptive error component models
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• Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables

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