- Thesis:
- Bachelor in Mathematics 50%
- Author:
- Leon Burgard
- Title:
- Instrumentvariablenschätzung
- Supervisor:
- Jan JOHANNES
- Abstract:
- This bachelor’s thesis examines a regression model with an endogenous, random design matrix, utilizing instrumental variables to isolate the exogenous effect of the regressor on the dependent variable. The main focus is on determining the instrumental variable estimator, analyzing its asymptotic distribution, and exploring the optimal selection of instruments. To lead into the key findings, the thesis begins by considering a regression model with an exogenous and fix design, so that the Gauss-Markov theorem holds. This is then extended to a model with a random design, allowing for insights into the asymptotic distribution.
- References:
- J.-P. Florens, V. Marimoutou und A.P. Feisolle. Econometric modeling and inference, Cambridge University Press, 2007.
| Statistics Group | Institute for Mathematics | Faculty of Mathematics and Computer Science | University Heidelberg |