• RecordNumber
    3932
  • Author

    Sheikhi, Ayyub

  • Crop_Body
    Ayyub Sheikhi, Mohsen Rezapour, and Hamid Hoseinkhani
  • Title of Article

    Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

  • Title Of Journal
    پژوهشنامه انجمن آمار ايران (JIRSS)
  • PublishInfo
    تهران :انجمن آمار ايران
  • Publication Year
    2020
  • Volum
    19
  • Issue Number
    2
  • Page
    15-31
  • Keywords
    Endogeneity , Shrinkage Estimators. , Measurement Error Models , Instrumental Variable , Two Stage Least Square
  • Abstract
    In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for more illustration.
    • Link To Document
    https://math.iranlibs.ir/dl/search/default.aspx?Term=3932&Field=0&DTC=14