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Extending the Classical Normal Errors-in-Variables Model

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  • Garber, Steven
  • Klepper, Steven

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  • Garber, Steven & Klepper, Steven, 1980. "Extending the Classical Normal Errors-in-Variables Model," Econometrica, Econometric Society, vol. 48(6), pages 1541-1546, September.
    • Handle: RePEc:ecm:emetrp:v:48:y:1980:i:6:p:1541-46
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    Cited by:

    1. Agee, Mark D. & Crocker, Thomas D., 2000. "Household environmental protection and the intergenerational transmission of human capital," Journal of Economic Psychology, Elsevier, vol. 21(6), pages 673-690, December.
    2. Auerbach, Alan J. & Hassett, Kevin, 1992. "Tax policy and business fixed investment in the United States," Journal of Public Economics, Elsevier, vol. 47(2), pages 141-170, March.
    3. Lim, Christine, 1997. "The functional specification of international tourism demand models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 535-543.
    4. Michael R. Darby, 1980. "Unanticipated or Actual Changes in Aggregate Demand Variables: A Cross-Country Analysis," NBER Working Papers 0589, National Bureau of Economic Research, Inc.
    5. Michela Nardo, 2003. "The Quantification of Qualitative Survey Data: A Critical Assessment," Journal of Economic Surveys, Wiley Blackwell, vol. 17(5), pages 645-668, December.
    6. Daniel J Benjamin & Jakina Debnam Guzman & Marc Fleurbaey & Ori Heffetz & Miles Kimball, 2023. "What do Happiness Data Mean? Theory and Survey Evidence," Journal of the European Economic Association, European Economic Association, vol. 21(6), pages 2377-2412.
    7. Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
    8. Clarke, George R. G., 1995. "More evidence on income distribution and growth," Journal of Development Economics, Elsevier, vol. 47(2), pages 403-427, August.
    9. Savaser, Tanseli, 2011. "Exchange rate response to macronews: Through the lens of microstructure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 107-126, February.
    10. Nelson, Daniel B., 1995. "Vector attenuation bias in the classical errors-in-variables model," Economics Letters, Elsevier, vol. 49(4), pages 345-349, October.
    11. Junhui Cai & Dan Yang & Wu Zhu & Haipeng Shen & Linda Zhao, 2021. "Network regression and supervised centrality estimation," Papers 2111.12921, arXiv.org.
    12. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 217-222, April.
    13. Goeyvaerts, Geert & Buyst, Erik, 2019. "Do market rents reflect user costs?," Journal of Housing Economics, Elsevier, vol. 44(C), pages 112-130.
    14. Robert S. Chirinko & Steven M. Fazzari & Andrew P. Meyer, 2004. "That Elusive Elasticity: A Long-Panel Approach to Estimating the Capital-Labor Substitution Elasticity," CESifo Working Paper Series 1240, CESifo.
    15. Richard E. Just & Rulon D. Pope, 2012. "Cost Function Estimation with Proportional Errors in Variables," International Econometric Review (IER), Econometric Research Association, vol. 4(2), pages 59-81, September.
    16. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.

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