Errors in variables in simultaneous equation models

DOI10.1016/0304-4076(77)90047-1zbMath0354.62088OpenAlexW2027508213MaRDI QIDQ1236863

Jerry A. Hausman

Publication date: 1977

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

Full work available at URL: http://hdl.handle.net/1721.1/66665

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (9)

Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Instrumental quantile regression inference for structural and treatment effect models ⋮ Nonlinear errors in variables estimation of some Engel curves ⋮ Estimation and testing when explanatory variables are endogenous. An application to a demand system ⋮ Estimating systems of equations with different instruments for different equations ⋮ FIML estimation of dynamic econometric systems from inconsistent data ⋮ Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors ⋮ ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES ⋮ The partial least squares-fix point method of estimating interdependent systems with latent variables

Cites Work

• Maximum-Likelihood Estimation of Regressions Containing Unobservable Independent Variables
• The Estimation of Economic Relationships using Instrumental Variables
• Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable
• An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
• Estimation of Regression Relationships Containing Unobservable Independent Variables
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