Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables model with application to Friedman's permanent income model
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Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables'' model with application to Friedman's permanent income model
Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables'' model with application to Friedman's permanent income model
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Cites work
Cited in
(7)- A simple alternative derivation of a useful theorem in linear errors-in- variables regression models together with some clarifications
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- scientific article; zbMATH DE number 3896166 (Why is no real title available?)
- scientific article; zbMATH DE number 3896167 (Why is no real title available?)
- scientific article; zbMATH DE number 1538095 (Why is no real title available?)
- Stein-rule least squares estimation: A heuristic for fallible data
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