{"title":"工具变量回归","authors":"Andzhey Koziuk, V. Spokoiny","doi":"10.1142/9789811220197_0007","DOIUrl":null,"url":null,"abstract":"IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identification in the IV model. The work also contains a multiplier-bootstrap justification.","PeriodicalId":135109,"journal":{"name":"Foundations of Modern Econometrics","volume":"29 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"87","resultStr":"{\"title\":\"Instrumental Variables Regression\",\"authors\":\"Andzhey Koziuk, V. Spokoiny\",\"doi\":\"10.1142/9789811220197_0007\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identification in the IV model. The work also contains a multiplier-bootstrap justification.\",\"PeriodicalId\":135109,\"journal\":{\"name\":\"Foundations of Modern Econometrics\",\"volume\":\"29 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-06-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"87\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Foundations of Modern Econometrics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/9789811220197_0007\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Foundations of Modern Econometrics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/9789811220197_0007","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identification in the IV model. The work also contains a multiplier-bootstrap justification.