Identification and estimation of polynomial errors-in-variables models

DOI10.1016/0304-4076(91)90022-6zbMath0745.62065OpenAlexW2088698592MaRDI QIDQ1185204

Whitney K. Newey, Hidehiko Ichimura, James L. Powell, Jerry A. Hausman

Publication date: 28 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(91)90022-6

zbMATH Keywords

identificationconsistencyasymptotic normalitynuisance parametersrecursion formulaeinstrumental variablesestimation of regression coefficientsconsistent estimators of asymptotic covariance matricesmoments of the measurement errorpolynomial errors-in-variables models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) General nonlinear regression (62J02)

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Cites Work

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• A method of moments interpretation of sequential estimators
• Estimation of nonlinear errors-in-variables models
• Instrumental variable estimator for the nonlinear errors-in-variables model
• The estimation of complete aggregation structures
• Nonlinear errors in variables estimation of some Engel curves
• The nonlinear two-stage least-squares estimator
• Maximum likelihood estimation of the general nonlinear functional relationship with replicated observations and correlated errors
• Consistent Estimates Based on Partially Consistent Observations

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