Errors in Variables
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(66)- A transdisciplinary view of measurement error models and the variations of \(X = T + E\)
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- Foreign direct investment in R\&D and exchange rate uncertainty
- The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
- Testing for weak identification in possibly nonlinear models
- The missing cause approach to unmeasured confounding in pharmacoepidemiology
- Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data
- Mathematical programming applied to linear approximation of functions
- A recursive approach to time-series analysis for multi-variable systems
- A two-stage bridge estimator for regression models with endogeneity based on control function method
- Severity of bias of a simple estimator of the causal odds ratio in Mendelian randomization studies
- Increasing the power of specification tests
- Near exogeneity, weak identification and specification testing: Some asymptotic results
- Grouped-data estimation and testing in simple labor-supply models
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Statistical inference in non-nested econometric models
- Tests of overidentification and predeterminedness in simultaneous equation models
- MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
- Efficient estimation and inference in linear pseudo-panel data models
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
- Exogeneity tests and weak identification in IV regressions: asymptotic theory and point estimation
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- Towards understanding the instrumental variables methods in biometrics and econometrics
- Lagrance-multiplier tersts for weak exogeneity: a synthesis
- Capital asset pricing models revisited: evidence from errors in variables
- Estimating structural and functional relationships
- Comparison of six on-line identification and parameter estimation methods
- _1 regressions: Gini estimators for fixed effects panel data
- Durbin-Hausman tests for cointegration
- An introduction to regression and errors in variables from an algebraic viewpoint
- Empirical modelling of contagion: a review of methodologies
- Minimax estimation with random coefficients: Theory and application to stock returns
- Vector autoregressive models: a Gini approach
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
- Instrumental variable estimator for the nonlinear errors-in-variables model
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models
- Linear models based on noisy data and the Frisch scheme
- Model specification and endogeneity
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
- Connecting instrumental variable methods for causal inference to the estimand framework
- Mendelian randomization using public data from genetic consortia
- Consistent moment estimators of regression coefficients in the presence of errors in variables
- Durbin-Hausman tests for cointegration
- Higher moment estimators for linear regression models with errors in the variables
- The inadmissibility of the 2SLS estimator in linear structural equations
- Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage
- On a generalization of the test of endogeneity in a two stage least squares estimation
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- Maximum likelihood estimator and confidence intervals for a simple errors in variables model
- Testing endogeneity with high dimensional covariates
- Tests of additional conditional moment restrictions
- LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993
- Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators
- On a preference-based instrumental variable approach in reducing unmeasured confounding-by-indication
- A Bayesian approach for instrumental variable analysis with censored time-to-event outcome
- Using an instrumental variable to test for unmeasured confounding
- Methods for correcting inference based on outcomes predicted by machine learning
- Latent Variable Modelling: A Survey*
- Instrumental variable methods for causal inference
- The Algebra of Estimation in Linear Econometric Systems∗
- Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach
- Local sensitivity and diagnostic tests
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