IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v59y2007i3p515-530.html
   My bibliography  Save this article

Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models

Author

Listed:
  • Arturo Zavala
  • Heleno Bolfarine
  • Mário Castro

Abstract

No abstract is available for this item.

Suggested Citation

  • Arturo Zavala & Heleno Bolfarine & Mário Castro, 2007. "Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(3), pages 515-530, September.
  • Handle: RePEc:spr:aistmt:v:59:y:2007:i:3:p:515-530
    DOI: 10.1007/s10463-006-0069-1
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10463-006-0069-1
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s10463-006-0069-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chi‐Lun Cheng & Hans Schneeweiss & Markus Thamerus, 2000. "A small sample estimator for a polynomial regression with errors in the variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 699-709.
    2. Chi‐Lung Cheng & Hans Schneeweiss, 1998. "Polynomial regression with errors in the variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 189-199.
    3. Kuha, J. & Temple, J., 1999. "Covariate Measurement Error in Quadratic Regression," Economics Papers 1999-w2, Economics Group, Nuffield College, University of Oxford.
    4. Patricia Gimenez & Heleno Bolfarine & Enrico Colosimo, 2000. "Hypotheses Testing for Error-in-Variables Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 698-711, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Min-Jue Zhang & Rong-Xian Yue, 2020. "Locally D-optimal designs for heteroscedastic polynomial measurement error models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(6), pages 643-656, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Garcia, Tanya P. & Ma, Yanyuan, 2017. "Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models," Journal of Econometrics, Elsevier, vol. 200(2), pages 194-206.
    2. Sergiy Shklyar & Hans Schneeweiss & Alexander Kukush, 2007. "Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 275-295, May.
    3. Schneeweiss, Hans & Cheng, Chi-Lun, 2006. "Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 455-473, February.
    4. Thomas Augustin & Helmut Küchenhoff & Matthias Schmid, 2022. "Nachruf Hans Schneeweiß," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 16(2), pages 149-154, June.
    5. Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M., 2005. "Panel data analysis of U.S. coal productivity," Journal of Econometrics, Elsevier, vol. 127(2), pages 131-164, August.
    6. Sourafel Girma, 2005. "Absorptive Capacity and Productivity Spillovers from FDI: A Threshold Regression Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 281-306, June.
    7. Hans Schneeweiss & Thomas Augustin, 2006. "Some recent advances in measurement error models and methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 183-197, March.
    8. Paolo Surico, 2002. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Macroeconomics 0210002, University Library of Munich, Germany, revised 23 Feb 2004.
    9. Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
    10. Otsu, Taisuke & Taylor, Luke, 2021. "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, vol. 37(4), pages 747-768, August.
    11. Biørn, Erik, 2017. "Identification and Method of Moments Estimation in Polynomial Measurement Error Models," Memorandum 01/2017, Oslo University, Department of Economics.
    12. Bryan E. Shepherd & Chang Yu, 2011. "Accounting for Data Errors Discovered from an Audit in Multiple Linear Regression," Biometrics, The International Biometric Society, vol. 67(3), pages 1083-1091, September.
    13. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)," CESifo Working Paper Series 1280, CESifo.
    14. Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
    15. Kukush, Alexander & Maschke, Erich Otto, 2003. "The efficiency of adjusted least squares in the linear functional relationship," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 261-274, November.
    16. Davidov, Ori & Griskin, Vladimir, 2008. "A note on constrained estimation in the simple linear measurement error model," Statistics & Probability Letters, Elsevier, vol. 78(5), pages 508-517, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:59:y:2007:i:3:p:515-530. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.