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Identification in the Linear Errors in Variables Model

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Kapteyn, Arie
Wansbeek, Tom

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 51 (1983)
Issue (Month): 6 (November)
Pages: 1847-49
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Handle: RePEc:ecm:emetrp:v:51:y:1983:i:6:p:1847-49

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  1. A. Srivastava & Shalabh, 1997. "Asymptotic efficiency properties of least squares in an ultrastructural model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 6(2), pages 419-431, December. [Downloadable!] (restricted)
  2. Jed L. DeVaro & Jeffrey M. Lacker, 1995. "Errors in variables and lending discrimination," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 19-32. [Downloadable!]
  3. Pham Van Ha & Tom Kompas, 2008. "Productivity and Exchange Rate Dynamics: Supporting the Harrod-Balassa-Samuelson Hypothesis through an ‘Errors in Variables’ Analysis," International and Development Economics Working Papers idec08-03, International and Development Economics. [Downloadable!]
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