Identification and Estimation of Simultaneous Equation Models with Measurement Error
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Cited by:
- Bekker, Paul & Kapteyn, Arie & Wansbeek, Tom, 1987.
"Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of All Variables,"
Econometrica, Econometric Society, vol. 55(5), pages 1223-1230, September.
- Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1985. "Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variables," Research Memorandum FEW 186, Tilburg University, School of Economics and Management.
- Hsiao, Cheng & Robinson, P M, 1978.
"Efficient Estimation of a Dynamic Error-Shock Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-479, June.
- Cheng Hsiao & P. M. Robinson, 1976. "Efficient Estimation of a Dynamic Error-Shock Model," NBER Working Papers 0157, National Bureau of Economic Research, Inc.
- George Halkos & Kyriaki Tsilika, 2015.
"Programming Identification Criteria in Simultaneous Equation Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 157-170, June.
- Halkos, George & Tsilika, Kyriaki, 2012. "Programming identification criteria in simultaneous equation models," MPRA Paper 43467, University Library of Munich, Germany.
- Shalabh & Garg, Gaurav & Misra, Neeraj, 2009. "Use of prior information in the consistent estimation of regression coefficients in measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1498-1520, August.
- Bekker, Paul & Kapteyn, Arie & Wansbeek, Tom, 1987.
"Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of All Variables,"
Econometrica, Econometric Society, vol. 55(5), pages 1223-1230, September.
- Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1984. "Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variables," Other publications TiSEM 88ecadd7-b010-4aa9-9d2f-6, Tilburg University, School of Economics and Management.
- Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1985. "Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variables," Research Memorandum FEW 186, Tilburg University, School of Economics and Management.
- Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1985. "Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variables," Other publications TiSEM 075267e3-fe77-45b1-81e7-2, Tilburg University, School of Economics and Management.
- Hausman, J. A. & Newey, W. K. & Powell, J. L., 1995.
"Nonlinear errors in variables Estimation of some Engel curves,"
Journal of Econometrics, Elsevier, vol. 65(1), pages 205-233, January.
- J. A. Hausman & W. K. Newey & J. L. Powel, 1988. "Nonlinear Errors in Variables: Estimation of Some Engel Curves," Working papers 504, Massachusetts Institute of Technology (MIT), Department of Economics.
- Carl E. Walsh, 1981. "Measurement Error and the Flow of Funds Accounts: Estimates of HouseholdAsset Demand Equations," NBER Working Papers 0732, National Bureau of Economic Research, Inc.
- P. Bentler & David Weeks, 1980. "Linear structural equations with latent variables," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 289-308, September.
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