Functional linear instrumental regression under second order stationarity

Abstract

We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W , i.e., an exogenous random function, a scalar response Y is modeled in dependence of an endogenous random function X. Assuming second order stationarity jointly for X and W a nonparametric estimator of the… (More)

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Cite this paper

@inproceedings{Johannes2008FunctionalLI, title={Functional linear instrumental regression under second order stationarity}, author={Jan Johannes}, year={2008} }