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Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of All Variables

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  • Bekker, Paul
  • Kapteyn, Arie
  • Wansbeek, Tom

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  • 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.
    • Handle: RePEc:ecm:emetrp:v:55:y:1987:i:5:p:1223-30
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    Cited by:

    1. Hu, Yingyao, 2006. "Bounding parameters in a linear regression model with a mismeasured regressor using additional information," Journal of Econometrics, Elsevier, vol. 133(1), pages 51-70, July.
    2. Arie Kapteyn & Jelmer Y. Ypma, 2007. "Measurement Error and Misclassification: A Comparison of Survey and Administrative Data," Journal of Labor Economics, University of Chicago Press, vol. 25(3), pages 513-551.
    3. Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M., 2005. "Panel data analysis of U.S. coal productivity," Journal of Econometrics, Elsevier, vol. 127(2), pages 131-164, August.
    4. Damian Clarke & Benjamín Matta, 2018. "Practical considerations for questionable IVs," Stata Journal, StataCorp LLC, vol. 18(3), pages 663-691, September.
    5. Erik Biørn, 2000. "Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences," Econometric Reviews, Taylor & Francis Journals, vol. 19(4), pages 391-424.
    6. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
    7. Kishore Gawande & Alok K. Bohara, 2000. "Errors‐in‐Variables Bounds in a Tobit Model of Endogenous Protection," Southern Economic Journal, John Wiley & Sons, vol. 66(4), pages 881-905, April.
    8. Francis J. DiTraglia & Camilo García-Jimeno, 2021. "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1038-1053, October.
    9. Leamer, Edward E, 1987. "Errors in Variables in Linear Systems," Econometrica, Econometric Society, vol. 55(4), pages 893-909, July.
    10. Seoyun Hong & Chang Sik Kim & Hyunchul Kim, 2022. "Measuring the Effects of Bid-Rigging on Prices with Binary Misclassification," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 61(3), pages 319-339, November.
    11. Willasen, Y., 1998. "Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach," Memorandum 06/1998, Oslo University, Department of Economics.

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