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
identificationconsistencyasymptotic normalitynuisance parametersrecursion formulaeinstrumental variablesestimation of regression coefficientsconsistent estimators of asymptotic covariance matricesmoments of the measurement errorpolynomial errors-in-variables models
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) General nonlinear regression (62J02)
Related Items (34)
Cites Work
- Unnamed Item
- Unnamed Item
- 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
This page was built for publication: Identification and estimation of polynomial errors-in-variables models