Identifiability of mean-reverting measurement error with instrumental variable

DOI10.1111/STAN.12025MaRDI QIDQ6668622FDOQ6668622

Authors: Qing Li 

Publication date: 22 January 2025

Published in: Statistica Neerlandica (Search for Journal in Brave)

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zbMATH Keywords

identificationincomemean-reverting measurement error

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Applications of statistics (62Pxx) Linear inference, regression (62Jxx)

Cites Work

• Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Identification and estimation of polynomial errors-in-variables models
• Nonlinear errors in variables estimation of some Engel curves
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Estimation of Nonlinear Models with Measurement Error
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Measurement error and latent variables in econometrics
• Measurement error in a single regressor

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