A combined estimator in the simple errors-in-variables model

DOI10.1007/BF02924304zbMath0687.62051MaRDI QIDQ4206247

L. Fusková, I. Fusek

Publication date: 1989

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

ordinary least squaresadaptiveerrors-in-variables modelpreliminary testinggeneral method of combining estimatorsmodified instrumental variables estimatorspecification test statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Linear inference, regression (62J99) Monte Carlo methods (65C05)

Related Items (4)

Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors ⋮ Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors ⋮ A combined estimator in the simple errors-in-variables model ⋮ Complete convergence for weighted sums of NSD random variables and its application in the EV regression model

Cites Work

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• Handbook of econometrics. Volume I
• Instrumental Variable Estimation of the Simple Errors-in-Variables Model
• Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results
• Errors in Variables: A Consistent Estimator with Smaller MSE in Finite Samples
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
• Some Properties of a Modification of the Limited Information Estimator
• Specification Tests in Econometrics
• A combined estimator in the simple errors-in-variables model

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