Thomas A. Severini
Selected Publications
Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
Let Y=μ∗(X)+ε, where μ∗ is unknown and E[ε|X]≠0 with positive probability but there exist instrumental variables […]
Previous version
Quantile uncorrelation and instrumental regressions
We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. […]
Previous version
Quantile uncorrelation and instrumental regressions
We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. […]
Latest version
Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
The main objective of this paper is to derive the efficiency bounds for estimating certain linear […]