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Higher moment estimators for linear regression models with errors in the variables

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Author Info
Dagenais, Marcel G.
Dagenais, Denyse L.
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 76 (1997)
Issue (Month): 1-2 ()
Pages: 193-221
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Handle: RePEc:eee:econom:v:76:y:1997:i:1-2:p:193-221

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  3. Roger Klein & Francis Vella, 2009. "A semiparametric model for binary response and continuous outcomes under index heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 735-762. [Downloadable!]
  4. Stéphane Bonhomme & Jean-Marc Robin, 2008. "Consistent noisy independent component analysis," CeMMAP working papers CWP04/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  5. 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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  6. Roger Klein & Francis Vella, 2006. "Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions," IZA Discussion Papers 2378, Institute for the Study of Labor (IZA). [Downloadable!]
  7. Roger Klein & Francis Vella, 2005. "Estimating a class of triangular simultaneous equations models without exclusion restrictions," CeMMAP working papers CWP08/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Arthur Lewbel, 2003. "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics 587, Boston College Department of Economics, revised 27 Nov 2007. [Downloadable!]
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