Asymptotic efficiency properties of least squares in an ultrastructural model
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02564707
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kapteyn, Arie & Wansbeek, Tom, 1983. "Identification in the Linear Errors in Variables Model," Econometrica, Econometric Society, vol. 51(6), pages 1847-1849, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Shalabh & Garg, Gaurav & Misra, Neeraj, 2007. "Restricted regression estimation in measurement error models," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1149-1166, October.
- Shalabh & Gaurav Garg & Neeraj Misra, 2010. "Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information," Statistical Papers, Springer, vol. 51(3), pages 717-748, September.
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.- Pham Van Ha & Tom Kompas, 2008. "Productivity and Exchange Rate Dynamics: Supporting the Harrod-Balassa-Samuelson Hypothesis through an ‘Errors in Variables’ Analysis," International and Development Economics Working Papers idec08-03, International and Development Economics.
- Susanne M. Schennach, 2012.
"Measurement error in nonlinear models - a review,"
CeMMAP working papers
41/12, Institute for Fiscal Studies.
- Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lee, Adam & Mesters, Geert, 2024.
"Locally robust inference for non-Gaussian linear simultaneous equations models,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.
- 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.
- Tom Boot & Art=uras Juodis, 2023. "Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer," Papers 2301.04439, arXiv.org.
- Bekker, P.A., 1984. "Comment on: Identification in the linear errors in variables model," Research Memorandum FEW 159, Tilburg University, School of Economics and Management.
- Jed L. DeVaro & Jeffrey M. Lacker, 1995. "Errors in variables and lending discrimination," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 19-32.
- Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M., 2014. "Minimum distance estimation of the errors-in-variables model using linear cumulant equations," Journal of Econometrics, Elsevier, vol. 183(2), pages 211-221.
- Christian Gourieroux & Joann Jasiak, 2023. "Dynamic deconvolution and identification of independent autoregressive sources," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(2), pages 151-180, March.
- Bekker, P.A., 1984. "Comment on: Identification in the linear errors in variables model," Other publications TiSEM cca118f9-a710-4a6d-a440-a, Tilburg University, School of Economics and Management.
More about this item
Keywords
Measurement errors; direct regression; reverse regression; ultrastructural model; 62J05; 62F12;All these keywords.
JEL classification:
Statistics
Access and download statisticsCorrections
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:testjl:v:6:y:1997:i:2:p:419-431. 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.