The instrumental variable (IV) methods are attractive since they can lead to a consistent answer to the main question in causal modeling, that is, the estimation of average causal effect of an expo…
Factor modeling is an essential tool for exploring intrinsic dependence structures in financial and economic studies through the construction of common latent variables, including the famous Famaâ€â€¦
In this article, we consider the instrumental variable estimation for causal regression parameters with multiple unknown structural changes across subpopulations. We propose a multiple change point…
Model average techniques are very useful for model-based prediction. However, most earlier works in this field focused on parametric models and continuous responses. In this article, we study varyi…