Minimum distance estimation of the errors-in-variables model using linear cumulant equations

DOI10.1016/J.JECONOM.2014.05.011zbMATH Open1312.62086OpenAlexW3123423818MaRDI QIDQ473243FDOQ473243

Authors: Timothy Erickson, Colin Huan Jiang, Toni M. Whited 

Publication date: 24 November 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.05.011

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zbMATH Keywords

leverageinvestmenterrors-in-variableshigher cumulants

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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Cited In (8)

• Simulated minimum distance estimation of dynamic models with errors-in-variables
• Title not available (Why is that?)
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• Dynamic deconvolution and identification of independent autoregressive sources
• Minimum distance estimation in linear models with long-range dependent errors
• Identification of linear regressions with errors in all variables
• Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt
• Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors

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