Time-varying instrumental variable estimation
提出非参数工具变量估计方法，处理系数随时间确定性或随机变化的模型，并给出时变和统一的Hausman外生性检验，通过蒙特卡洛实验和菲利普斯曲线实例验证。
We develop non-parametric instrumental variable estimation and inferential theory for econometric models with possibly endogenous regressors whose coefficients can vary over time either deterministically or stochastically, and the time-varying and uniform versions of the standard Hausman exogeneity test. After deriving the asymptotic properties of the proposed procedures, we assess their finite sample performance by means<br/>of a set of Monte Carlo experiments, and illustrate their application by means of an empirical example on the Phillips curve.