Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
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Publication:4359770
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- Identification of linear regressions with errors in all variables
- Kotlarski with a factor loading
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- Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
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- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
- Consistent estimation of linear panel data models with measurement error
- Dynamic deconvolution and identification of independent autoregressive sources
- A note on the closed-form identification of regression models with a mismeasured binary regressor
- Time-invariant regressors under fixed effects: simple identification via a proxy variable
- Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case
- Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt
- Moment conditions for the quadratic regression model with measurement error
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints
- Testing for strong exogeneity in proxy-VARs
- Identification of a Triangular Two Equation System Without Instruments
- Consistent noisy independent component analysis
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