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

  • Dagenais, Marcel G.
  • Dagenais, Denyse L.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-3T7HKRP-B/2/6ed6247e88c66402cededb98ef91c8e4
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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
    Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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    1. Grether, David M. & Maddala, G. S., . "Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models," Working Papers 6, California Institute of Technology, Division of the Humanities and Social Sciences.
    2. Nelson, C. & Startz, R., 1988. "Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator," Discussion Papers in Economics at the University of Washington 88-06, Department of Economics at the University of Washington.
    3. Marcel G. Dagenais, 1992. "Measuring Personal Savings, Consumption, and Disposable Income in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 25(3), pages 681-707, August.
    4. Altonji, Joseph G & Siow, Aloysius, 1987. "Testing the Response of Consumption to Income Changes with (Noisy) Panel Data," The Quarterly Journal of Economics, MIT Press, vol. 102(2), pages 293-328, May.
    5. Wu, De-Min, 1973. "Alternative Tests of Independence Between Stochastic Regressors and Disturbances," Econometrica, Econometric Society, vol. 41(4), pages 733-50, July.
    6. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 38(2), pages 112-134.
    7. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
    8. N. Gregory Mankiw & David Romer & David N. Weil, 1990. "A Contribution to the Empirics of Economic Growth," NBER Working Papers 3541, National Bureau of Economic Research, Inc.
    9. Dagenais, Marcel G., 1994. "Parameter estimation in regression models with errors in the variables and autocorrelated disturbances," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 145-163.
    10. Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393 Elsevier.
    11. Goldberger, Arthur S, 1972. "Structural Equation Methods in the Social Sciences," Econometrica, Econometric Society, vol. 40(6), pages 979-1001, November.
    12. Griliches, Zvi, 1986. "Economic data issues," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 25, pages 1465-1514 Elsevier.
    13. Dagenais, M.G. & Dagenais, D.L., 1994. "GMM Estimators for Linear Regression Models with Errors in the Variables," Cahiers de recherche 9404, Universite de Montreal, Departement de sciences economiques.
    14. Zvi Griliches & Jerry A. Hausman, 1984. "Errors in Variables in Panel Data," NBER Technical Working Papers 0037, National Bureau of Economic Research, Inc.
    15. Jeong, Jinook & Maddala, G S, 1991. "Measurement Errors and Tests for Rationality," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 431-39, October.
    16. Pal, Manoranjan, 1980. "Consistent moment estimators of regression coefficients in the presence of errors in variables," Journal of Econometrics, Elsevier, vol. 14(3), pages 349-364, December.
    17. Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-83, January.
    18. Dagenais, M.G. & Dagenais, D.L., 1994. "GMM Estimators for Linear Regression Models with Errors in the Variables," Cahiers de recherche 9404, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    19. Avery, Robert B & Kennickell, Arthur B, 1991. "Household Saving in the U.S," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 37(4), pages 409-32, December.
    20. Bound, John & Krueger, Alan B, 1991. "The Extent of Measurement Error in Longitudinal Earnings Data: Do Two Wrongs Make a Right?," Journal of Labor Economics, University of Chicago Press, vol. 9(1), pages 1-24, January.
    21. Fomby, Thomas B. & Guilkey, David K., 1978. "On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative," Journal of Econometrics, Elsevier, vol. 8(2), pages 203-213, October.
    22. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, March.
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