scientific article; zbMATH DE number 3919616

MaRDI QIDQ3694508zbMATH OpenFDO

Authors Paul A. Bekker, Arie Kapteyn, Tom Wansbeek

Publication date 1984

zbMATH Keywords

boundsendogeneityinstrumental variables estimationmaximum likelihood estimationmeasurement errorssimultaneous systemsingle equation errors in variables modeltwo-stage least-squares estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables
• Inconsistency of 2SLS estimators in threshold regression with endogeneity
• Identification in nonseparable models with measurement errors and endogeneity
• Bounding the effect of a dichotomous regressor with arbitrary measurement errors
• Estimating nonseparable models with mismeasured endogenous variables
• Identification and estimation of single-index models with measurement error and endogeneity
• scientific article; zbMATH DE number 5260370
• Estimation and inference of threshold regression models with measurement errors
• Asymptotically independent estimates in a structural linear model with measurement errors

Cited in

(4)

• Measurement error in a single regressor
• The rank of reduced dispersion matrices
• Bounding parameters in a linear regression model with a mismeasured regressor using additional information
• Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations

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