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Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives

Listed author(s):
  • Francois-Éric Racicot


    (Département des sciences administratives, Université du Québec (Outaouais) et LRSP)

Dans cet essai, nous présentons deux nouveaux estimateurs qui ont la propriété d’être convergents en présence d’erreurs de mesure sur les variables. Ces estimateurs sont basés sur les cumulants d’ordre deux et trois de la matrice des variables explicatives. Nous présentons également de nouveaux tests d’erreurs de mesure basés sur la procédure d’Hausman. Nous évaluons la performance échantillonnale de ces nouveaux estimateurs à l’aide d’expériences de Monte Carlo. Nos résultats préliminaires montrent qu’ils se comportent bien dans la mesure où la taille des erreurs de mesure est suffisamment importante.

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File Function: First version, 2007
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Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number UQO-DSA-wp022007.

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Length: 82 pages
Date of creation: 01 Apr 2007
Handle: RePEc:pqs:wpaper:022007
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