GMM Estimators for Linear Regression Models with Errors in the Variables
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- Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
- Margolis, D..N., 1995.
"Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority,"
Cahiers de recherche
9502, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- David N. Margolis, 1995. "Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority," CIRANO Working Papers 95s-04, CIRANO.
- Margolis, D..N., 1995. "Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority," Cahiers de recherche 9502, Universite de Montreal, Departement de sciences economiques.
- Yves Sprumont, 1998.
"On the Game-Theoretic Structure of Public-Good Economies,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 26(4), pages 455-472.
- Sprumont, Y., 1995. "On the Game-Theoretic Structure of Public-Good Economies," Cahiers de recherche 9519, Universite de Montreal, Departement de sciences economiques.
- Sprumont, Y., 1995. "On the Game-Theoretic Structure of Public-Good Economies," Cahiers de recherche 9519, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Louis ARCAND & Marcel DAGENAIS, 2005.
"Errors in Variables and the Empirics of Economic Growth,"
Working Papers
200536, CERDI.
- Jean-Louis Arcand & Marcel Dagenais, 2011. "Errors in Variables and the Empirics of Economic Growth," Working Papers halshs-00564683, HAL.
- François-Éric Racicot & William F. Rentz & Alfred L. Kahl, 2017. "Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(1), pages 75-90, February.
- Racicot, François-Éric & Rentz, William F., 2018. "Does Illiquidity Matter? An Errors-in-Variables Perspective/¿Es importante la iliquidez? Un análisis desde el enfoque de errores en variables," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 251-262, Enero.
- François-Éric Racicot & Raymond Th�oret, 2012. "Optimally weighting higher-moment instruments to deal with measurement errors in financial return models," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1135-1146, July.
- Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "Higher moment estimators for linear regression models with errors in the variables," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 193-221.
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Keywords
EVALUATION ; REGRESSION ANALYSIS ; VARIABLES ; ECONOMIC MODELS;All these keywords.
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