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Robust and consistent estimation of nonlinear errors-in-variables models

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Author Info
Li, Tong
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 110 (2002)
Issue (Month): 1 (September)
Pages: 1-26
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Handle: RePEc:eee:econom:v:110:y:2002:i:1:p:1-26

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation, Yale University. [Downloadable!]
  2. Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics," CeMMAP working papers CWP03/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Yingyao Hu and Geert Ridder, 2009. "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," Economics Working Paper Archive 554, The Johns Hopkins University,Department of Economics. [Downloadable!]
    Other versions:
  4. Geert Ridder & Yingyao Hu, 2004. "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings 21, Econometric Society. [Downloadable!]
  5. Edgerton, David & Jochumzen, Peter, 2003. "Estimation in Binary Choice Models with Measurement Errors," Working Papers 2003:4, Lund University, Department of Economics, revised 07 Jul 2003. [Downloadable!]
  6. Cameron, A. Colin & Li, Tong & Trivedi, Pravin K. & Zimmer, David M., 2004. "Modeling Differences in Counted Outcomes Using Bivariate Copula Models: With Application to Mismeasured Counts," Working Papers 04-3, University of California at Davis, Department of Economics. [Downloadable!]
  7. Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information," Boston College Working Papers in Economics 676, Boston College Department of Economics. [Downloadable!]
    Other versions:
  8. Susanne M. Schennach, 2004. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometric Society 2004 North American Summer Meetings 602, Econometric Society. [Downloadable!]
  9. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics. [Downloadable!]
  10. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers 09/05, Monash University, Department of Economics. [Downloadable!]
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