Robust and consistent estimation of nonlinear errors-in-variables models
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- Identification and estimation of polynomial errors-in-variables models
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Cited in
(55)- Robust estimation of the structural errors-in-variables model
- Robust estimation of generalized linear models with measurement errors.
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- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
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- Treatment effect estimation with covariate measurement error
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- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
- Extended least-correlation estimates for errors-in-variables non-linear models
- Comment for `Identification and estimation of nonlinear models using two samples with nonclassical measurement errors', by Carroll, Chen and Hu
- On deconvolution as a first stage nonparametric estimator
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- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
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- Online calibration via variable length computerized adaptive testing
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