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Consistent moment estimators of regression coefficients in the presence of errors in variables

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Pal, Manoranjan
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File URL: http://www.sciencedirect.com/science/article/B6VC0-45828JM-5/2/e00c4331222d377055aacba46a969c7a
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 14 (1980)
Issue (Month): 3 (December)
Pages: 349-364
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Handle: RePEc:eee:econom:v:14:y:1980:i:3:p:349-364

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

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  1. Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO. [Downloadable!]
  2. François-Éric Racicot & Raymond Théoret, 2009. "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer, vol. 15(1), pages 30-43, February. [Downloadable!] (restricted)
  3. Susanne M. Schennach & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric identification of the classical errors-in-variables model without side information," Boston College Working Papers in Economics 674, Boston College Department of Economics. [Downloadable!]
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  4. P. Bentler, 1983. "Some contributions to efficient statistics in structural models: Specification and estimation of moment structures," Psychometrika, Springer, vol. 48(4), pages 493-517, December. [Downloadable!] (restricted)
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This page was last updated on 2009-12-9.

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