2 papers
econ.EM2018
Control Variables, Discrete Instruments, and Identification of Structural Functions
Whitney Newey, Sami Stouli
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or multidimensional heterogeneity. We allow for discrete ins…
econ.EM2018
Simultaneous Mean-Variance Regression
Richard Spady, Sami Stouli
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, o…