Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models
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- Grether, David M. & Maddala, G. S., "undated". "Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models," Working Papers 6, California Institute of Technology, Division of the Humanities and Social Sciences.
Citations
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Cited by:
- Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
- Le Gallo, Julie & Fingleton, Bernard, 2012. "Measurement errors in a spatial context," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 114-125.
- Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
- Jean-Louis ARCAND & Béatrice D'HOMBRES, 2002.
"Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions,"
Working Papers
200227, CERDI.
- Arcand Jean-Louis & Béatrice d'Hombres, 2005. "Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions," Macroeconomics 0510010, University Library of Munich, Germany.
- Biørn, Erik, 2014. "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum 28/2014, Oslo University, Department of Economics.
- Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "Higher moment estimators for linear regression models with errors in the variables," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 193-221.
- Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017. "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 181-193.
- Biørn, Erik & Han, Xuehui, 2012. "Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study," Memorandum 27/2012, Oslo University, Department of Economics.
- Cheng Hsiao, 1977. "Money And Income, Causality Detection," NBER Working Papers 0167, National Bureau of Economic Research, Inc.
- Erik Biørn, 2015. "Panel data dynamics with mis-measured variables: modeling and GMM estimation," Empirical Economics, Springer, vol. 48(2), pages 517-535, March.
- Daniel McNeish & Denis Dumas, 2021. "A seasonal dynamic measurement model for summer learning loss," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 616-642, April.
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