Improved methods for moment restriction models with data combination and an application to two‐sample instrumental variable estimation

DOI10.1002/cjs.11530zbMath1492.62065arXiv1808.03786OpenAlexW2996810036WikidataQ126467501 ScholiaQ126467501MaRDI QIDQ5094333

Heng Shu, Zhiqiang Tan

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.03786

zbMATH Keywords

double robustnessinverse probability weightinglocal efficiencyintrinsic efficiencydata combinationmoment restriction modelstwo-sample instrument variable estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric inference (62F99)

Related Items (2)

On Semiparametric Instrumental Variable Estimation of Average Treatment Effects through Data Fusion ⋮ Calibrated regression estimation using empirical likelihood under data fusion

This page was built for publication: Improved methods for moment restriction models with data combination and an application to two‐sample instrumental variable estimation