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Duration response measurement error

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  • Chesher, Andrew
  • Dumangane, Montezuma
  • Smith, Richard J.

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  • Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
    • Handle: RePEc:eee:econom:v:111:y:2002:i:2:p:169-194
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    References listed on IDEAS

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    1. Horowitz, Joel L., 1994. "Bootstrap-based critical values for the information matrix test," Journal of Econometrics, Elsevier, vol. 61(2), pages 395-411, April.
    2. Davidson, Russell & MacKinnon, James G., 1984. "Convenient specification tests for logit and probit models," Journal of Econometrics, Elsevier, vol. 25(3), pages 241-262, July.
    3. Davidson, Russell & MacKinnon, James G, 1992. "A New Form of the Information Matrix Test," Econometrica, Econometric Society, vol. 60(1), pages 145-157, January.
    4. Chesher, Andrew D, 1984. "Testing for Neglected Heterogeneity," Econometrica, Econometric Society, vol. 52(4), pages 865-872, July.
    5. Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 56(5), pages 1065-1083, September.
    6. Andrew Chesher & Richard J. Smith, 1997. "Likelihood Ratio Specification Tests," Econometrica, Econometric Society, vol. 65(3), pages 627-646, May.
    7. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    8. Chesher, Andrew & Spady, Richard, 1991. "Asymptotic Expansions of the Information Matrix Test Statistic," Econometrica, Econometric Society, vol. 59(3), pages 787-815, May.
    9. Orme, Chris, 1990. "The small-sample performance of the information-matrix test," Journal of Econometrics, Elsevier, vol. 46(3), pages 309-331, December.
    10. Davidson, Russel & MacKinnon, James G., 1983. "Small sample properties of alternative forms of the Lagrange Multiplier test," Economics Letters, Elsevier, vol. 12(3-4), pages 269-275.
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    Citations

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    Cited by:

    1. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
    2. D. O'Neill & Sweetman. O. & Van de gaer D., 2005. "The Consequences of Non-Classical Measurement Error for Distributional Analysis," Economics Department Working Paper Series n1490205, Department of Economics, National University of Ireland - Maynooth.
    3. Ramalho Esmeralda A., 2010. "Covariate Measurement Error: Bias Reduction under Response-Based Sampling," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-34, September.
    4. Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
    5. Young Jun Lee & Daniel Wilhelm, 2020. "Testing for the presence of measurement error in Stata," Stata Journal, StataCorp LP, vol. 20(2), pages 382-404, June.
    6. Arnstein Aassve & Simon Burgess & Carol Propper & Matt Dickson, 2006. "Employment, family union and childbearing decisions in Great Britain," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 169(4), pages 781-804, October.
    7. Chesher, Andrew, 2017. "Understanding the effect of measurement error on quantile regressions," Journal of Econometrics, Elsevier, vol. 200(2), pages 223-237.
    8. Daniel Wilhelm, 2018. "Testing for the presence of measurement error," CeMMAP working papers CWP45/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," LIDAM Discussion Papers CORE 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. Andrew Chesher, 2000. "Polynomial Regression with Normal Covariate Measurement Error," Econometric Society World Congress 2000 Contributed Papers 1911, Econometric Society.
    11. Battistin, Erich & Chesher, Andrew, 2014. "Treatment effect estimation with covariate measurement error," Journal of Econometrics, Elsevier, vol. 178(2), pages 707-715.
    12. Gutknecht, Daniel, 2011. "Nonclassical Measurement Error in a Nonlinear (Duration) Model," Economic Research Papers 270763, University of Warwick - Department of Economics.
    13. Astrid Kunze & Kenneth R. Troske, 2015. "Gender differences in job search among young workers: A study using displaced workers in the United States," Southern Economic Journal, John Wiley & Sons, vol. 82(1), pages 185-207, July.

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