This paper establishes that instruments enable the identification of nonparametric regression models in the presence of measurement error by providing a closed form ...

Here is a simple method for estimating the actual load on an electric motor without special equipment. But first, a word of caution: Some applications (e.g., a large forced draft fan) require more ...

Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...

The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature generally provides warning examples rather ...