Errors in Variables

From MaRDI portal
Publication:5832720

DOI10.2307/1401917zbMath0058.13202OpenAlexW122059025WikidataQ29011215 ScholiaQ29011215MaRDI QIDQ5832720

J. Durbin

Publication date: 1954

Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1401917




Related Items

Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storageA transdisciplinary view of measurement error models and the variations of \(X = T + E\)On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problemRobust estimation for structural spurious regressions and a Hausman-type cointegration testEfficient estimation and inference in linear pseudo-panel data modelsVector autoregressive models: a Gini approachHigher moment estimators for linear regression models with errors in the variablesMethods for correcting inference based on outcomes predicted by machine learningStatistical inference in non-nested econometric modelsLAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993Tests of additional conditional moment restrictionsMinimax estimation with random coefficients: Theory and application to stock returnsModel specification and endogeneityAsymptotic risk comparisions of restricted and unrestricted maximum likelihood estimatorsOn a generalization of the test of endogeneity in a two stage least squares estimationEIV regression with bounded errors in data: total `least squares' with Chebyshev normJackknife empirical likelihood for the error variance in linear errors-in-variables models with missing dataThe maximum number of parameters for the Hausman test when the estimators are from different sets of equationsComparison of six on-line identification and parameter estimation methodsCapital asset pricing models revisited: evidence from errors in variablesInstrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livingsFinite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*The inadmissibility of the 2SLS estimator in linear structural equationsErrors-in-variables identification in dynamic networks-consistency results for an instrumental variable approachTesting for coefficient distortion due to outliers with an application to the economic impacts of climate changeConsistent moment estimators of regression coefficients in the presence of errors in variablesThe Algebra of Estimation in Linear Econometric Systems∗Two-stage intrumental variable estimators for the nonlinear errors-in- variables modelLagrance-multiplier tersts for weak exogeneity: a synthesis1regressions: Gini estimators for fixed effects panel dataEmpirical modelling of contagion: a review of methodologiesExogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theoryDurbin-Hausman tests for cointegrationMULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONSInstrumental variables estimation in errors-in-variables models when instruments are correlated with errorsDurbin-Hausman tests for cointegrationTests of overidentification and predeterminedness in simultaneous equation modelsTesting for weak identification in possibly nonlinear modelsIncreasing the power of specification testsAn Introduction to Regression and Errors in Variables from an Algebraic ViewpointA recursive approach to time-series analysis for multi-variable systemsMODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACYTesting Endogeneity with High Dimensional CovariatesLocal sensitivity and diagnostic testsMathematical programming applied to linear approximation of functionsLatent Variable Modelling: A Survey*Linear Models Based on Noisy Data and the Frisch SchemeA unified approach to estimation and orthogonality tests in linear single-equation econometric modelsGrouped-data estimation and testing in simple labor-supply modelsForeign direct investment in R\&D and exchange rate uncertaintyEstimating structural and functional relationshipsMaximum likelihood estimator and confidence intervals for a simple errors in variables modelThe MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.Near exogeneity, weak identification and specification testing: Some asymptotic resultsInstrumental variable estimator for the nonlinear errors-in-variables model