Briseño Sanchez, Guillermo; Hohberg, Maike; Groll, Andreas - In: Journal of the Royal Statistical Society: Series A … 183 (2020) 4, pp. 1553-1574
generalized additive models for location, scale and shape. This enables modelling all distributional parameters of potentially … effects are statistically significant, the application demonstrates the potentials of using generalized additive models for … location, scale and shape in instrumental variable regression for both to account for endogeneity and to estimate treatment …
