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Measurement error and endogeneity in regression : Bounds for ML and IV-estimates

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  • Bekker, P.
  • Kapteyn, A.J.

    (Tilburg University, School of Economics and Management)

  • Wansbeek, T.J.

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  • Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1984. "Measurement error and endogeneity in regression : Bounds for ML and IV-estimates," Other publications TiSEM 80b5811e-c9b0-4e05-b5fe-0, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:80b5811e-c9b0-4e05-b5fe-0994940209c1
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1176301/BPKAWT5618478.pdf
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    References listed on IDEAS

    as
    1. Merbis, M.D., 1984. "From structural form to state-space representation," Other publications TiSEM 2acab621-865d-4357-8d45-b, Tilburg University, School of Economics and Management.
    2. Merbis, M.D. & de Zeeuw, A.J., 1984. "From structural form to state-space form," Research Memorandum FEW 145, Tilburg University, School of Economics and Management.
    3. Kooreman, Peter & Kapteyn, Arie, 1986. "Estimation of Rationed and Unrationed Household Labour Supply Functions Using Flexible Functional Forms," Economic Journal, Royal Economic Society, vol. 96(382), pages 398-412, June.
    4. Ketellapper, Ronald H, 1982. "Two-Stage Least Squares Estimation in the Simultaneous Equation Model with Errors in the Variables," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 696-701, November.
    5. Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-183, January.
    6. Veenstra, R.H. & Kriens, J., 1984. "Steekproefcontrole op ernstige en niet-ernstige fouten (Gecorrigeerde versie)," Other publications TiSEM e69e2977-0a11-43aa-873f-9, Tilburg University, School of Economics and Management.
    7. Kooreman, P. & Kapteyn, A.J., 1984. "Estimation of rationed and unrationed household labor supply equations using flexible functional forms," Other publications TiSEM a50da1e6-e33b-4d5e-8e68-7, Tilburg University, School of Economics and Management.
    8. S. D. Hodges & P. G. Moore, 1972. "Data Uncertainties and Least Squares Regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 185-195, June.
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    Cited by:

    1. Bekker, Paul & Kapteyn, Arie & Wansbeek, Tom, 1987. "Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of All Variables," Econometrica, Econometric Society, vol. 55(5), pages 1223-1230, September.
    2. Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December.

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