Instrumental variables estimation with flexible distributions
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Cited in
(24)- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
- Dependence modeling in stochastic frontier analysis
- Stochastic modeling of currency exchange rates with novel validation techniques
- Robust estimation with many instruments
- Endogeneity in stochastic frontier models
- Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
- Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management
- An intuitive skewness-based symmetry test applicable to stationary time series data
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
- scientific article; zbMATH DE number 4201448 (Why is no real title available?)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
- Efficient estimation in models with independence restrictions
- Efficient instrumental variables estimation of nonlinear dependent processes
- scientific article; zbMATH DE number 1234775 (Why is no real title available?)
- Generalized Instrumental Variable Models
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
- A generalized ordered Probit model
- The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution
- Instrumental variable estimation based on grouped data
- Selecting from among 12 alternative distributions of financial data
- Testing independence between exogenous variables and unobserved errors
- Locally robust inference for non-Gaussian linear simultaneous equations models
- Reverse engineering the last-minute on-line pricing practices: an application to hotels
- Instrumental variable estimation of distributional causal effects
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