Measurement errors and censored structural latent variables models

DOI10.1017/S0266466611000715MaRDI QIDQ2890710zbMATH OpenOpenAlexFDO

Authors Songnian Chen, Cheng Hsiao, Liqun Wang

Publication date 11 June 2012

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466611000715

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Recommendations

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Cites work

• Identification and Estimation of Simultaneous Equation Models with Measurement Error
• Identification for a Linear Dynamic Simultaneous Error-Shock Model
• Identification of simultaneous equation models with measurement error
• Least absolute deviations estimation for the censored regression model
• Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances
• Measurement Error in Nonlinear Models
• Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• The Estimation of a Simultaneous-Equation Tobit Model

Cited in

(10)

• Measurement error and latent variables in econometrics
• On Latent-Variable Model Misspecification in Structural Measurement Error Models for Binary Response
• Instrumental variable additive hazards models
• Analysis of structural equation models with censored data
• Multivariate measurement error models based on Student-t distribution under censored responses
• Two‐stage estimation of limited dependent variable models with errors‐in‐variables
• scientific article; zbMATH DE number 2209978 (Why is no real title available?)
• Some aspects of measurement error in a censored regression model
• Instrumental variable with competing risk model
• Semiparametric estimation of a bivariate Tobit model

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