Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 41 (1973)
Issue (Month): 2 (March)
Other versions of this item:
- Grether, David M. & Maddala, G. S., . "Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models," Working Papers 6, California Institute of Technology, Division of the Humanities and Social Sciences.
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- Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
- Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "Higher moment estimators for linear regression models with errors in the variables," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 193-221.
- Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
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