This is the fourth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Often empirical problems do not fit the modeling assumptions of Ordinary Least Squares (OLS) estimation. This workshop looks at two specific scenarios: (1) Nonlinearities in dependent and independent ...

Identifying causal effects in nonexperimental data is an enduring challenge. One proposed solution that recently gained popularity is the idea to use genes as instrumental variables [i.e., Mendelian ...

Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly ...