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纵向数据下工具变量线性回归模型的估计

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摘要 文章考虑纵向数据下工具变量线性回归模型,将二次推断函数方法引入工具变量线性回归模型.提出了基于工具变量的二次推断函数的估计方法,证明了所提出估计的渐近性质。
出处 《统计与决策》 CSSCI 北大核心 2015年第16期13-16,共4页 Statistics & Decision
基金 国家自然科学基金资助项目(11301569) 重庆市自然科学基金资助项目(cstc2011jj A00014)
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