This paper has two main contributions. Firstly, we introduce a new approach, the latent instrumental variables (LIV) method, to estimate regression coefficients consistently in a simple linear regression model where regressor-error correlations (endogeneity) are likely to be present. The LIV...

This paper has two main contributions. Firstly, we introduce a new approach, the latent instrumental variables (LIV) method, to estimate regression coefficients consistently in a simple linear regression model where regressor-error correlations (endogeneity) are likely to be present. The LIV...

We develop a general class of factor-analytic models for the analysis of multivariate (truncated) count data. Dependencies in multivariate counts are of interest in many applications, but few approaches have been proposed for their analysis. Our model class allows for a variety of distributions...