Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of all Variables
DOI10.2307/1911270zbMath0642.62060OpenAlexW2116247288MaRDI QIDQ3783396
Tom Wansbeek, Paul A. Bekker, Arie Kapteyn
Publication date: 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/portal/en/publications/consistent-sets-of-estimates-for-regressions-with-correlated-or-uncorrelated-measurement-errors-in-arbitrary-subsets-of-all-variables(075267e3-fe77-45b1-81e7-2643f768e800).html
maximum likelihood estimationlinear modelsmeasurement errorssimultaneous equation modelsconsistent sets of estimates
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Linear inference, regression (62J99)
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