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Errors In Variables In Econometrics: New Developments And Recurrent Themes

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  • P.A. BEKKER
  • T.J WANSBEEK
  • A. KAPTEYN

Abstract

The paper reviews some old and new approaches to the analysis of linear models with errors in variables. The emphasis is on the identification problems that usually arise in errors–in–variables models and on the various types of additional information that econometricians have invoked to be able to estimate parameters consistently. The approaches discussed include instrumental variables, grouping, simultaneous equations, multiple equations and bounds on measurement error variances.

Suggested Citation

  • P.A. Bekker & T.J Wansbeek & A. Kapteyn, 1985. "Errors In Variables In Econometrics: New Developments And Recurrent Themes," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 39(2), pages 129-141, June.
    • Handle: RePEc:bla:stanee:v:39:y:1985:i:2:p:129-141
    DOI: 10.1111/j.1467-9574.1985.tb01133.x
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    Cited by:

    1. Martina Menon & Federico Perali & Luca Piccoli, 2012. "The Passive Drinking Effect: A Collective Demand Application," Working Papers 05/2012, University of Verona, Department of Economics.
    2. Martina Menon & Federico Perali & Luca Piccoli, 2018. "Collective consumption: an application to the passive drinking effect," Review of Economics of the Household, Springer, vol. 16(1), pages 143-169, March.

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