Search for: [Abstract = "The consistency of the proposed estimate is proved and the rate of convergence is analyzed. Also, the form of optimal instrumental variables is established and the method of their approximate generation is proposed. The idea of nonparametric generation of instrumental variables guarantees that the I.V. estimate is well defined, improves the behaviour of the least\-squares method and allows reducing the estimation error. The method is simple in implementation and robust to the correlated noise."]

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