Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors

DOI10.1016/0304-4076(92)90089-AzbMath0747.62114OpenAlexW2010871399MaRDI QIDQ1194033

Shigeru Iwata

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90089-a

zbMATH Keywords

consistencyboundsinstrumental variables estimatorprior informationordinary least squares estimatorerrors-in-variables modelOLS-estimatororthogonality assumptionregression equation errorsWu- Hausman test

Mathematics Subject Classification ID

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

Related Items

Bounding parameters in a linear regression model with a mismeasured regressor using additional information, Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables, RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES

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