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GMM Estimators for Linear Regression Models with Errors in the Variables

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  • Dagenais, M.G.
  • Dagenais, D.L.

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Suggested Citation

  • 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.
  • Handle: RePEc:mtl:montec:9404
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    Cited by:

    1. Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
    2. François-Éric Racicot & Raymond Théoret, 2012. "Optimally weighting higher-moment instruments to deal with measurement errors in financial return models," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1135-1146, July.
    3. 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.
    4. Yves Sprumont, 1998. "On the Game-Theoretic Structure of Public-Good Economies," International Journal of Game Theory, Springer;Game Theory Society, vol. 26(4), pages 455-472.

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    RISK; CONTRACTS;

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