Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator

DOI10.1016/S0167-7152(99)00161-3zbMath1054.62563OpenAlexW2003989287MaRDI QIDQ1976504

Tong Li

Publication date: 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00161-3

zbMATH Keywords

ConsistencyStructural models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items (5)

Some recent advances in measurement error models and methods ⋮ Robust estimation of generalized linear models with measurement errors. ⋮ New \(M\)-estimators in semi-parametric regression with errors in variables ⋮ Robust and consistent estimation of nonlinear errors-in-variables models ⋮ Poisson regression models with errors-in-variables: implication and treatment

Cites Work

• Consistent estimation for some nonlinear errors-in-variables models
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Covariate measurement error in logistic regression
• Estimation for the nonlinear functional relationship
• Simulation and the Asymptotics of Optimization Estimators
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
• Econometrics of First-Price Auctions

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