Consistent Sets of Estimates for Regressions with Errors in All Variables
From MaRDI portal
Publication:3040886
DOI10.2307/1911466zbMath0526.90030OpenAlexW2058701836MaRDI QIDQ3040886
Steven Klepper, Edward E. Leamer
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911466
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items
Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences, 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, Partial identification of probability distributions with misclassified data, Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities, On the robustness of coefficient estimates to the inclusion of proxy variables, Bounding a linear causal effect using relative correlation restrictions, Bounding the effects of proxy variables on instrumental-variables coefficients, A fuzzy multifactor asset pricing model, Higher moment estimators for linear regression models with errors in the variables, A predictive demand model for systems planning, using noisy realization theory, Local identifiability of the factor analysis and measurement error model parameter, The positive semidefiniteness of partitioned matrices, The prejudices of least squares, principal components and common factors schemes, Proxies versus omitted variables in regression analysis, Regression with errors in variables: estimators based on third order moments, Bounding the effects of measurement error in regressions involving dichotomous variables, Bounding mean regressions when a binary regressor is mismeasured, Generated regressors in linear and nonlinear models, Capital asset pricing models revisited: evidence from errors in variables, Dynamic deconvolution and identification of independent autoregressive sources, On the use of better measured proxies in regression analysis, Nonparametric Gini-Frisch bounds, Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model, A comparison of simultaneous-equations, weighted regression, and noise- in-variables models, Fuzzy risk adjusted performance measures: application to hedge funds, Minimum distance estimation of the errors-in-variables model using linear cumulant equations, Bayesian estimation and testing of structural equation models, Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information, SIMEX estimation in case of correlated measurement errors, A Monte Carlo study of growth regressions, Identification of a linear system from inexact data: A three-variable example, Regressor diagnostics for the classical errors-in-variables model, Identification and estimation of dynamic errors-in-variables models, IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES, Confidence Interval Estimation in Ultrastructural Model, Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt, Linear Models Based on Noisy Data and the Frisch Scheme, CAPM with fuzzy returns and hypothesis testing, Replicated measurement error model under exact linear restrictions, Immaculating the inconsistent estimator of slope parameter in measurement error model with replicated data, Consistent estimation of regression parameters under replicated ultrastructural model with non-normal errors, The rank of reduced dispersion matrices, ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES, Correcting for measurement error in latent variables used as predictors
