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

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  • Dagenais, Marcel G.
  • Dagenais, Denyse L.

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  • Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "Higher moment estimators for linear regression models with errors in the variables," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 193-221.
    • Handle: RePEc:eee:econom:v:76:y:1997:i:1-2:p:193-221
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    3. Nelson, Charles R & Startz, Richard, 1990. "Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator," Econometrica, Econometric Society, vol. 58(4), pages 967-976, July.
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    8. 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.
    9. 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.
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    11. 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.
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    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. 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.
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    19. 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.
    20. 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.
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