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Proxy and instrumental variable methods in a regression model with one of the regressors missing

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Publication:689372
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DOI10.1006/JMVA.1993.1074zbMATH Open0778.62056OpenAlexW1965240843MaRDI QIDQ689372

Rabi Bhattacharya, D. K. Bhattacharyya

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1074



zbMATH Keywords

proxyasymptotic relative efficienciesoptimal instrument


Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) General nonlinear regression (62J02)



Related Items (3)

Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ⋮ Title not available (Why is that?) ⋮ Instrumental variables estimation with partially missing instruments






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