Measurement error and endogeneity in regression : Bounds for ML and IV-estimates
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- 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.
- 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.
- Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, University Library of Munich, Germany.
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