The following pages link to Errors in Variables (Q5832720):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- The maximum number of parameters for the Hausman test when the estimators are from different sets of equations (Q397926) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
- A transdisciplinary view of measurement error models and the variations of \(X = T + E\) (Q826858) (← links)
- The inadmissibility of the 2SLS estimator in linear structural equations (Q899851) (← links)
- Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach (Q901094) (← links)
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model (Q912559) (← links)
- Foreign direct investment in R\&D and exchange rate uncertainty (Q1025595) (← links)
- Instrumental variable estimator for the nonlinear errors-in-variables model (Q1067737) (← links)
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem (Q1087298) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Consistent moment estimators of regression coefficients in the presence of errors in variables (Q1152189) (← links)
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
- Model specification and endogeneity (Q1377313) (← links)
- Comparison of six on-line identification and parameter estimation methods (Q1393381) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Minimax estimation with random coefficients: Theory and application to stock returns (Q1914889) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
- Increasing the power of specification tests (Q2000857) (← links)
- Vector autoregressive models: a Gini approach (Q2148299) (← links)
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm (Q2175654) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Estimating structural and functional relationships (Q2547099) (← links)
- Linear Models Based on Noisy Data and the Frisch Scheme (Q2808247) (← links)
- An Introduction to Regression and Errors in Variables from an Algebraic Viewpoint (Q3576576) (← links)
- Local sensitivity and diagnostic tests (Q3594917) (← links)
- Latent Variable Modelling: A Survey* (Q3608238) (← links)
- Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators (Q3749918) (← links)
- Maximum likelihood estimator and confidence intervals for a simple errors in variables model (Q3939063) (← links)
- A recursive approach to time-series analysis for multi-variable systems (Q4132077) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
- LAUDATIO 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 1993 (Q4561963) (← links)
- MULTIMODALITY <i>p</i>**-FORMULA AND CONFIDENCE REGIONS (Q4637613) (← links)
- Methods for correcting inference based on outcomes predicted by machine learning (Q5073229) (← links)
- On a generalization of the test of endogeneity in a two stage least squares estimation (Q5085645) (← links)
- Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data (Q5092706) (← links)
- ℓ<sub>1</sub>regressions: Gini estimators for fixed effects panel data (Q5138090) (← links)
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (Q5177925) (← links)
- Mathematical programming applied to linear approximation of functions (Q5593543) (← links)
- The Algebra of Estimation in Linear Econometric Systems∗ (Q5666034) (← links)
- Empirical modelling of contagion: a review of methodologies (Q5697332) (← links)
- Near exogeneity, weak identification and specification testing: Some asymptotic results (Q5866060) (← links)
- Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage (Q5882386) (← links)
