Instrumental variable based estimation for generalized varying coefficient models with endogenous covariates

zbMATH Open1389.62060MaRDI QIDQ3132525FDOQ3132525

Authors: Jiting Huang, Xing Shou Huang, Pei Xin Zhao, Yiping Yang 

Publication date: 29 January 2018

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zbMATH Keywords

instrumental variableconvergence rategeneralized varying coefficient modelendogenous covariate

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cited In (9)

• Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates
• Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
• Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures
• Smooth coefficient models with endogenous environmental variables
• Semiparametric variable selection for partially varying coefficient models with endogenous variables
• A Note on Endogeneity Resolution in Regression Models for Comparative Studies
• A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension
• Modified SEE variable selection for varying coefficient instrumental variable models
• Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates

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