Lattice implementation of the instrumental variable method: Shift and delta operator formulations

1996 ◽  
Vol 6 (4) ◽  
pp. 361-386
Author(s):  
Faryar Jabbari
Keyword(s):  
Instrumental Variable ◽  
Variable Method ◽  
Delta Operator ◽  
Instrumental Variable Method ◽  
Lattice Implementation

scholarly journals Analysis of relative effectiveness of high-dose versus standard-dose influenza vaccines using an instrumental variable method

Vaccine ◽  
2019 ◽  
Vol 37 (11) ◽  
pp. 1484-1490 ◽  
Author(s):  
Yinong Young-Xu ◽  
Julia Thornton Snider ◽  
Robertus van Aalst ◽  
Salaheddin M. Mahmud ◽  
Edward W. Thommes ◽  
...  
Keyword(s):  
Instrumental Variable ◽  
Standard Dose ◽  
Relative Effectiveness ◽  
Variable Method ◽  
Influenza Vaccines ◽  
High Dose ◽  
Instrumental Variable Method

scholarly journals ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL

2010 ◽  
Vol 27 (3) ◽  
pp. 639-661 ◽  
Author(s):  
Woocheol Kim ◽  
Oliver Linton
Keyword(s):  
Rate Of Convergence ◽  
Instrumental Variable ◽  
Functional Form ◽  
Variable Method ◽  
Estimation Strategy ◽  
Instrumental Variable Method ◽  
The Difference

We propose a semiparametric IGARCH model that allows for persistence in variance but also allows for more flexible functional form. We assume that the difference of the squared process is weakly stationary. We propose an estimation strategy based on the nonparametric instrumental variable method. We establish the rate of convergence of our estimator.

An instrumental variable method for model order identification

Automatica ◽  
1980 ◽  
Vol 16 (3) ◽  
pp. 281-294 ◽  
Author(s):  
Peter Young ◽  
Anthony Jakeman ◽  
Ross McMurtrie
Keyword(s):  
Instrumental Variable ◽  
Variable Method ◽  
Model Order ◽  
Instrumental Variable Method
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