Consistent estimation for some nonlinear errors-in-variables models
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Publication:918108
DOI10.1016/0304-4076(89)90047-XzbMath0705.62105OpenAlexW2003886293MaRDI QIDQ918108
Publication date: 1989
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(89)90047-x
identificationconsistencyasymptotic normalityregularity conditionsmaximum likelihood estimatorsminimum distance estimatorsmeasurement errorslatent variable modelstwo-step estimation procedureexplanatory variablesgeneral nonlinear modelsnonlinear errors-in-variables models
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear inference, regression (62J99)
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