IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/80b5811e-c9b0-4e05-b5fe-0994940209c1.html
   My bibliography  Save this paper

Measurement error and endogeneity in regression : Bounds for ML and IV-estimates

Author

Listed:
  • Bekker, P.
  • Kapteyn, A.J.

    (Tilburg University, School of Economics and Management)

  • Wansbeek, T.J.

Abstract

No abstract is available for this item.

Suggested Citation

  • Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1984. "Measurement error and endogeneity in regression : Bounds for ML and IV-estimates," Other publications TiSEM 80b5811e-c9b0-4e05-b5fe-0, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:80b5811e-c9b0-4e05-b5fe-0994940209c1
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1176301/BPKAWT5618478.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Merbis, M.D., 1984. "From structural form to state-space representation," Other publications TiSEM 2acab621-865d-4357-8d45-b, Tilburg University, School of Economics and Management.
    2. Merbis, M.D. & de Zeeuw, A.J., 1984. "From structural form to state-space form," Research Memorandum FEW 145, Tilburg University, School of Economics and Management.
    3. Ketellapper, Ronald H, 1982. "Two-Stage Least Squares Estimation in the Simultaneous Equation Model with Errors in the Variables," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 696-701, November.
    4. Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-183, January.
    5. Veenstra, R.H. & Kriens, J., 1984. "Steekproefcontrole op ernstige en niet-ernstige fouten (Gecorrigeerde versie)," Other publications TiSEM e69e2977-0a11-43aa-873f-9, Tilburg University, School of Economics and Management.
    6. Kooreman, Peter & Kapteyn, Arie, 1986. "Estimation of Rationed and Unrationed Household Labour Supply Functions Using Flexible Functional Forms," Economic Journal, Royal Economic Society, vol. 96(382), pages 398-412, June.
    7. Kooreman, P. & Kapteyn, A.J., 1984. "Estimation of rationed and unrationed household labor supply equations using flexible functional forms," Other publications TiSEM a50da1e6-e33b-4d5e-8e68-7, Tilburg University, School of Economics and Management.
    8. S. D. Hodges & P. G. Moore, 1972. "Data Uncertainties and Least Squares Regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 185-195, June.
    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. 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.
    2. Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December.

    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. 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.
    2. repec:eee:labchp:v:1:y:1986:i:c:p:103-204 is not listed on IDEAS
    3. Kooreman, P. & Kapteyn, A.J., 1984. "The effects of economic and demographic variables on the allocation of leisure within the household," Other publications TiSEM 761ff98c-1dd6-445a-8f9f-8, Tilburg University, School of Economics and Management.
    4. Christian Bontemps & Thierry Magnac & Eric Maurin, 2012. "Set Identified Linear Models," Econometrica, Econometric Society, vol. 80(3), pages 1129-1155, May.
    5. Greenaway, David & Torstensson, Johan, 2000. "Economic Geography, Comparative Advantage and Trade within Industries: Evidence from the OECD," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 15, pages 260-280.
    6. Matthew Blackwell & James Honaker & Gary King, 2017. "A Unified Approach to Measurement Error and Missing Data: Overview and Applications," Sociological Methods & Research, , vol. 46(3), pages 303-341, August.
    7. Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
    8. Kooreman, Peter, 1986. "Alternative specification tests for Tobit and related models," Economics Letters, Elsevier, vol. 21(1), pages 31-33.
    9. 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.
    10. Jonathan Temple, 1995. "Testing the augmented Solow Model," Economics Papers 18 & 106., Economics Group, Nuffield College, University of Oxford.
    11. Susanne M. Schennach & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric identification of the classical errors-in-variables model without side information," Boston College Working Papers in Economics 674, Boston College Department of Economics.
    12. Harrigan, James, 1995. "Factor endowments and the international location of production: Econometric evidence for the OECD, 1970-1985," Journal of International Economics, Elsevier, vol. 39(1-2), pages 123-141, August.
    13. Coën, Alain & Hübner, Georges, 2009. "Risk and performance estimation in hedge funds revisited: Evidence from errors in variables," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 112-125, January.
    14. Harrigan, James, 1997. "Technology, Factor Supplies, and International Specialization: Estimating the Neoclassical Model," American Economic Review, American Economic Association, vol. 87(4), pages 475-494, September.
    15. Rotunno, Lorenzo & Wood, Adrian, 2020. "Wage inequality and skill supplies in a globalised world," Journal of Comparative Economics, Elsevier, vol. 48(3), pages 529-547.
    16. Henrekson, Magnus & Torstensson, Johan & Torstensson, Rasha, 1997. "Growth effects of European integration," European Economic Review, Elsevier, vol. 41(8), pages 1537-1557, August.
    17. Alfred Mbairadjim Moussa & Jules Sadefo Kamdem, 2022. "A fuzzy multifactor asset pricing model," Annals of Operations Research, Springer, vol. 313(2), pages 1221-1241, June.
    18. Alain Coen & Francois-Éric Racicot, 2006. "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series UQO-DSA-wp142006, Département des sciences administratives, UQO.
    19. William Hauk & Romain Wacziarg, 2009. "A Monte Carlo study of growth regressions," Journal of Economic Growth, Springer, vol. 14(2), pages 103-147, June.
    20. Erik Lundbäck & Johan Torstensson, 1998. "Demand, comparative advantage and economic geography in international trade: Evidence from the OECD," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(2), pages 230-249, June.
    21. Eleftherios Giovanis & Oznur Ozdamar, 2019. "A Collective Household Labour Supply Model with Disability: Evidence from Iraq," Journal of Family and Economic Issues, Springer, vol. 40(2), pages 209-225, June.

    More about this item

    Statistics

    Access and download statistics

    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:tiu:tiutis:80b5811e-c9b0-4e05-b5fe-0994940209c1. 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: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    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.