Pages that link to "Item:Q1362036"
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The following pages link to Higher moment estimators for linear regression models with errors in the variables (Q1362036):
Displaying 15 items.
- Consistent noisy independent component analysis (Q302095) (← links)
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- Estimation of spatial autoregressive models with covariate measurement errors (Q2079628) (← links)
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm (Q2175654) (← links)
- Estimating permanent price impact via machine learning (Q2182135) (← links)
- Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
- Matrix algebra for higher order moments (Q2575702) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
