Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

DOI10.52547/JIRSS.19.2.15zbMath1469.62302OpenAlexW3162174724MaRDI QIDQ5152285

Hamid Hoseenkhani, Ayyub Sheikhi, Mohsen Rezapoor

Publication date: 17 September 2021

Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.52547/jirss.19.2.15

zbMATH Keywords

endogeneityinstrumental variableshrinkage estimatorsmeasurement error modelstwo stage least square

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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