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Robust and consistent estimation of nonlinear errors-in-variables models

  • Li, Tong
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-4691HSG-2/2/5ffede6707e9cd65ed4e49cce651b418
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 110 (2002)
    Issue (Month): 1 (September)
    Pages: 1-26

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    Handle: RePEc:eee:econom:v:110:y:2002:i:1:p:1-26
    Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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    1. Hsiao, C., 1992. "Nonlinear Latent Variable Models," Papers 9211, Southern California - Department of Economics.
    2. Hausman, Jerry A. & Newey, Whitney K. & Ichimura, Hidehiko & Powell, James L., 1991. "Identification and estimation of polynomial errors-in-variables models," Journal of Econometrics, Elsevier, vol. 50(3), pages 273-295, December.
    3. Hsiao, C., 1988. "Consistent Estimation For Some Nonlinear Errors-In- Variables Models," Papers m8810, Southern California - Department of Economics.
    4. Susanne M. Schennach, 2004. "Estimation of Nonlinear Models with Measurement Error," Econometrica, Econometric Society, vol. 72(1), pages 33-75, 01.
    5. Horowitz, Joel L & Markatou, Marianthi, 1996. "Semiparametric Estimation of Regression Models for Panel Data," Review of Economic Studies, Wiley Blackwell, vol. 63(1), pages 145-68, January.
    6. Hausman, J. A. & Newey, W. K. & Powell, J. L., 1995. "Nonlinear errors in variables Estimation of some Engel curves," Journal of Econometrics, Elsevier, vol. 65(1), pages 205-233, January.
    7. Li, Tong, 2000. "Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 243-248, April.
    8. J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
    9. Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
    10. Fan, Yanqin, 1997. "Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 36-63, July.
    11. Lewbel, Arthur, 1996. "Demand Estimation with Expenditure Measurement Errors on the Left and Right Hand Side," The Review of Economics and Statistics, MIT Press, vol. 78(4), pages 718-25, November.
    12. Amemiya, Yasuo, 1985. "Instrumental variable estimator for the nonlinear errors-in-variables model," Journal of Econometrics, Elsevier, vol. 28(3), pages 273-289, June.
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