请教EVT 极值理论怎么做？

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本人硕士一年级，想请教 EVT 极值理论怎么做？
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关键词：极值理论 怎么做 一年级

**Method:** The method proposed in Lewbel(2012) identifies structural parameters in regression
models with endogenous regressors by means of variables that are uncorrelated with the product
of heteroskedastic errors. The instruments are constructed as simple functions of the model’s data.
The method can be applied when no external instruments are available or to supplement external
instruments to improve the efficiency of the IV estimator. Consider the model in the equation:

$$
y_0 = \beta_0 + \beta_1 P_t + \beta_2 X_t +\varepsilon
$$

where $t = 1, .., T$ indexes either time or cross-sectional units.