Pages that link to "Item:Q1410563"
From MaRDI portal
The following pages link to A simple estimator for nonlinear error in variable models (Q1410563):
Displaying 15 items.
- Simulation extrapolation estimation in parametric models with Laplace measurement error (Q470488) (← links)
- New \(M\)-estimators in semi-parametric regression with errors in variables (Q731676) (← links)
- On Hong-Tamer's estimator in nonlinear errors-in-variable regression models (Q2343648) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Treatment effect estimation with covariate measurement error (Q2512523) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- Tweedie-type formulae for a multivariate Laplace distribution (Q2667583) (← links)
- t-Type corrected-loss estimation for error-in-variable model (Q2980124) (← links)
- Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu (Q3569208) (← links)
- IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
- Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
- ESTIMATING NONLINEAR STRUCTURAL RELATIONSHIPS (Q5229422) (← links)
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q5900980) (← links)
- Laplace random variables with application to price indices (Q5963009) (← links)
- A corrected smoothed score approach for semiparametric accelerated failure time model with error-contaminated covariates (Q6626933) (← links)