Estimation in Semi-Varying Coefficient Heteroscedastic Instrumental Variable Models with Missing Responses

Estimation in Semi-Varying Coefficient Heteroscedastic Instrumental Variable Models with Missing Responses

This paper studies the estimation problem for semi-varying coefficient heteroscedastic instrumental variable models with missing responses. First, we propose the adjusted estimators for unknown parameters and smooth functional coefficients utilizing the ordinary profile least square method and instr...

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Bibliographic Details
Main Authors: Weiwei Zhang, Jingxuan Luo, Shengyun Ma
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Mathematics
Subjects:
adaptive-weighted adjusted estimation
heteroscedastic
Nadaraya–Watson kernel estimation
semi-varying coefficient instrumental variable models
Online Access:https://www.mdpi.com/2227-7390/11/23/4853

Internet

https://www.mdpi.com/2227-7390/11/23/4853

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