Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models

DOI10.1016/j.jeconom.2017.06.005zbMath1388.62108OpenAlexW2726798140WikidataQ50097208 ScholiaQ50097208MaRDI QIDQ2399533

Tanya P. Garcia, Yanyuan Ma

Publication date: 24 August 2017

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

Full work available at URL: http://europepmc.org/articles/pmc5708600

zbMATH Keywords

robustnessinfluence functionestimation of parameterslinear operatormeasurement errornuisance tangent spacegeneral regression modelsrestricted moment model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (4)

Measurement error models: editors' introduction ⋮ Robust methods to correct for measurement error when evaluating a surrogate marker ⋮ A semiparametric method for evaluating causal effects in the presence of error‐prone covariates ⋮ Moment conditions for the quadratic regression model with measurement error

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