Book review of: Tom Wansbeek and Erik Meijer, Measurement error and latent variables in econometrics

DOI10.1007/BF02295615zbMATH Open1306.00020OpenAlexW4246050972MaRDI QIDQ2259902FDOQ2259902

Authors: Albert Maydeu-Olivares 

Publication date: 5 March 2015

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02295615

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) External book reviews (00A17)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
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• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
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• On Regular Best Asymptotically Normal Estimates
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
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• Errors in variables: consistent adjusted least squares (cals) estimation

Cited In (1)

• Remarks on the identifiability of Thurstonian paired comparison models under multiple judgment

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