Simulated minimum distance estimation of dynamic models with errors-in-variables
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Cites work
- An overview of linear structural models in errors in variables regression
- Consistent estimation of linear panel data models with measurement error
- Consistent moment estimators of regression coefficients in the presence of errors in variables
- Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
- Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models
- Exogeneity
- Higher moment estimators for linear regression models with errors in the variables
- scientific article; zbMATH DE number 3940575 (Why is no real title available?)
- scientific article; zbMATH DE number 762922 (Why is no real title available?)
- Identifiability of a Linear Relation between Variables Which Are Subject to Error
- Identification in dynamic shock-error models
- Improving GDP measurement: a measurement-error perspective
- Measurement error and latent variables in econometrics
- Measurement errors in dynamic models
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
- Simulated Moments Estimation of Markov Models of Asset Prices
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
Cited in
(8)- Issue of the Annals of Econometrics on Indirect estimation methods in finance and economics
- Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach
- Approximate maximum likelihood for complex structural models
- Measurement error models: editors' introduction
- Consistent estimation of linear panel data models with measurement error
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Indirect inference estimation of dynamic panel data models
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