Estimation of censored linear errors-in-variables models
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Cited by:
- Xuejun Wang & Aiting Shen & Zhiyong Chen & Shuhe Hu, 2015. "Complete convergence for weighted sums of NSD random variables and its application in the EV regression model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 166-184, March.
- Yingyao Hu & Geert Ridder, 2012.
"Estimation of nonlinear models with mismeasured regressors using marginal information,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 27(3), pages 347-385, April.
- Yingyao Hu & Geert Ridder, 2005. "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," IEPR Working Papers 05.39, Institute of Economic Policy Research (IEPR).
- Yingyao Hu & Geert Ridder, 2009. "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," Economics Working Paper Archive 554, The Johns Hopkins University,Department of Economics.
- Taraneh Abarin & Liqun Wang, 2012. "Instrumental variable approach to covariate measurement error in generalized linear models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 475-493, June.
- Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
- Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
- repec:spr:alstar:v:102:y:2018:i:1:d:10.1007_s10182-016-0286-8 is not listed on IDEAS
- Sukhbir Singh & Kanchan Jain & Suresh Sharma, 2014. "Replicated measurement error model under exact linear restrictions," Statistical Papers, Springer, vol. 55(2), pages 253-274, May.
- Xiaohong Chen & Han Hong & Alessandro Tarozzi, 2008.
"Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects,"
Cowles Foundation Discussion Papers
1644, Cowles Foundation for Research in Economics, Yale University.
- Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro, 2008. "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Working Papers 42, Yale University, Department of Economics.
- Gustavo Rocha & Reinaldo Arellano-Valle & Rosangela Loschi, 2015. "Maximum likelihood methods in a robust censored errors-in-variables model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 857-877, December.
- Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
- ZINDE-WALSH, Victoria, 2007.
"Errors-in-Variables Models : A Generalized Functions Approach,"
Cahiers de recherche
14-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Victoria Zinde-Walsh, 2009. "Errors-In-Variables Models: A Generalized Functions Approach," Departmental Working Papers 2009-09, McGill University, Department of Economics.
- Yu Miao & Fangfang Zhao & Ke Wang & Yanping Chen, 2013. "Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors," Statistical Papers, Springer, vol. 54(1), pages 193-206, February.
- Song, Weixing & Yao, Weixin, 2011. "A lack-of-fit test in Tobit errors-in-variables regression models," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1792-1801.
- Geert Ridder & Yingyao Hu, 2004. "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings 21, Econometric Society.
- Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-937, December.
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