Instrumental Variable Treatment of Nonclassical Measurement Error Models

DOI10.1111/j.0012-9682.2008.00823.xzbMath1132.62101OpenAlexW2155723942MaRDI QIDQ5449871

Susanne M. Schennach, Yingyao Hu

Publication date: 19 March 2008

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0012-9682.2008.00823.x

zbMATH Keywords

instrumental variablenonlinear errors-in-variables modeloperatornonclassical measurement errorsemiparametric estimatorsieve maximum likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02) Monte Carlo methods (65C05) Integral operators (47G10) Applications of operator theory in probability theory and statistics (47N30)

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