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 establishes that instruments enable the identification of nonparametric regression models in the presence of measurement error by providing a closed form ...

Abstract: Treatment effect estimation from observational data is a fundamental problem in causal inference, and its critical challenge is to address the confounding bias arising from the confounders.

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 ...

Abstract: It is shown how the kernel approach to joint parameter and state estimation can be improved to handle large measurement noise. High accuracy of estimation results from combining the powers ...

※本稿はテックブログからの転載です。 The goal of this blog is to share my learnings and application of instrumental variables regression which were ...

ABSTRACT: Microfinance is considered as an effective tool for poverty reduction and socioeconomic development. This paper examines the impact of microfinance on poverty eradication by analyzing the ...