Identification in the Linear Errors in Variables Model

DOI10.2307/1912120zbMath0542.62056OpenAlexW2037062172MaRDI QIDQ3330327

Arie Kapteyn, Tom Wansbeek

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912120

zbMATH Keywords

identificationerrors in variablesmultiple linear regressionmultivariate normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (11)

Nonlinear errors in variables estimation of some Engel curves ⋮ Bounding the effects of measurement error in regressions involving dichotomous variables ⋮ Asymptotic efficiency properties of least squares in an ultrastructural model ⋮ Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ Dynamic deconvolution and identification of independent autoregressive sources ⋮ Minimum distance estimation of the errors-in-variables model using linear cumulant equations ⋮ Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information ⋮ Errors in variables: consistent adjusted least squares (cals) estimation ⋮ Regressor diagnostics for the classical errors-in-variables model ⋮ IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES ⋮ ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES

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