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 […]
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Quantile uncorrelation and instrumental regressions
We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. […]