Identification in the Linear Errors in Variables Model

DOI10.2307/1912120MaRDI QIDQ3330327zbMATH OpenOpenAlexFDO

Authors 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

errors in variablesidentificationmultiple linear regressionmultivariate normal

Mathematics Subject Classification ID

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

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• Locally robust inference for non-Gaussian linear simultaneous equations models
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