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Consistent estimation for some nonlinear errors-in-variables models

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Hsiao, Cheng

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 41 (1989)
Issue (Month): 1 (May)
Pages: 159-185
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Handle: RePEc:eee:econom:v:41:y:1989:i:1:p:159-185

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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. 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:
  3. Shigeru Iwata, 2001. "Recentered And Rescaled Instrumental Variable Estimation Of Tobit And Probit Models With Errors In Variables," Econometric Reviews, Taylor and Francis Journals, vol. 20(3), pages 319-335. [Downloadable!] (restricted)
  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. Moschini, GianCarlo, 2001. "Production Risk and the Estimation of Ex Ante Cost Functions," Staff General Research Papers 1922, Iowa State University, Department of Economics.
    Other versions:
  6. Stefano Iezzi, 2008. "Investors' risk attitude and risky behavior: a Bayesian approach with imperfect information," Temi di discussione (Economic working papers) 692, Bank of Italy, Economic Research Department. [Downloadable!]
  7. 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!]
  8. 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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