Suppose \(Y\) has a linear regression on \(X_{1}, X_{2}\), but observations are only available on \(\left(Y, X_{1}\right)\). If large scale data on \(\left(X_{1}, X_{2}\right)\) are available, which do not include \(Y\), and if the regression of \(X_{2}\), given \(X_{1}\), is nonlinear, then one may
Usefulness of proxy variables in linear models with stochastic regressors
✍ Scribed by Timo Teräsvirta
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 292 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0304-4076
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