Errors in Variables: A Consistent Estimator with Smaller MSE in Finite Samples

DOI10.2307/2286177MaRDI QIDQ4049966zbMATH OpenOpenAlexFDO

Authors Martin Feldstein

Publication date 1974

Full work available at URL https://doi.org/10.2307/2286177

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Cited in

(5)

• Estimation of a linear transformation and an associated distributional problem
• A combined estimator in the simple errors-in-variables model
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• On the maximum likelihood estimation of a linear structural relationship when the intercept is known

This page was built for publication: Errors in Variables: A Consistent Estimator with Smaller MSE in Finite Samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4049966)