Functional coefficient instrumental variables models

By Zongwu Cai, M. Das, Huaiyu Xiong, Xizhi Wu. 2006

106 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/918624f934e5f0ca1e714af9947849a0e2049b76

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Zongwu Cai
2. Liangjun Su
3. Jiti Gao
4. Xia Wang
5. Yiguo Sun
6. Degui Li
7. Bin Chen
8. Yongmiao Hong

In Statistics and Probability

1. Zongwu Cai
2. Xian Wang
3. Liangjun Su
4. Qi Li
5. Wei Biao Wu
6. H. Muller
7. James W. Taylor
8. Peter C. B. Phillips

Citations in the corpus

• Trending time-varying coefficient time series models with serially correlated errors (2007, background): “If some of Xi are endogenous variables, the various instrumentalvariable-type estimates of linear and nonlinear simultaneous equations and transformation models can be easily applied here with some modifications; see Cai et al. (2005) and Das (2005).”