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Identifying Regression Parameters When Variables are Measured with Error

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The paper proposes an approach for identifying and estimating the economic parameters of interest when all the variables are measured with errors and these are correlated. Two propositions show how the parameters of interest and the bias are identified. Three Monte Carlo simulations illustrate the results. The empirical application estimates returns to scale and technological progress in US manufacturing sectors. The results can be linked to previous works in the literature to demonstrate the ambiguous bias in least squares estimates of returns to scale parameters and to compare estimates of trends in technological change using two alternative identification approaches.

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File URL: http://www.uq.edu.au/economics/abstract/557.pdf
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Paper provided by School of Economics, University of Queensland, Australia in its series Discussion Papers Series with number 557.

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Date of creation: 08 Apr 2016
Handle: RePEc:qld:uq2004:557
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