Comment on Identification in the Linear Errors in Variables Model

DOI10.2307/1914166zbMath0589.62052OpenAlexW2035753305WikidataQ56675780 ScholiaQ56675780MaRDI QIDQ3718010

Paul A. Bekker

Publication date: 1986

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/comment-on-identification-in-the-linear-errors-in-variables-model(cca118f9-a710-4a6d-a440-a422774fd154).html

zbMATH Keywords

normalitymultiple linear regression modellinear errors in variables modelnecessary and sufficient conditions for identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (10)

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 ⋮ Identification of simultaneous equation models with measurement error: a computerized evaluation ⋮ Dynamic deconvolution and identification of independent autoregressive sources ⋮ Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market ⋮ Minimum distance estimation of the errors-in-variables model using linear cumulant equations ⋮ IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES ⋮ The rank of reduced dispersion matrices ⋮ RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES

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