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Citations for "Instrumental variable estimator for the nonlinear errors-in-variables model"

by Amemiya, Yasuo

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  1. Ramazan Gencay & Nikola Gradojevic, 2009. "Errors-in-Variables Estimation with No Instruments," Working Paper Series 30_09, The Rimini Centre for Economic Analysis.
  2. Just, Richard E. & Just, David R., 2011. "Global identification of risk preferences with revealed preference data," Journal of Econometrics, Elsevier, vol. 162(1), pages 6-17, May.
  3. Sule Alan & Martin Browning, 2010. "Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1231-1261.
  4. Hausman, J. A. & Newey, W. K. & Powell, J. L., 1995. "Nonlinear errors in variables Estimation of some Engel curves," Journal of Econometrics, Elsevier, vol. 65(1), pages 205-233, January.
  5. Hartog, Joop & Diaz-Serrano, Luis, 2002. "Earnings Risk and Demand for Higher Education: A Cross-Section Test for Spain," IZA Discussion Papers 641, Institute for the Study of Labor (IZA).
  6. Cheng Hsiao, 1991. "Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data," Review of Economic Studies, Oxford University Press, vol. 58(4), pages 717-731.
  7. Bian, G. & McAleer, M.J. & Wong, W-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Research Papers EI 2010-62, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Irina Khvostova & Alexander Larin & Anna Novak, 2014. "Euler equation with habits and measurement errors: estimates on Russian micro data," HSE Working papers WP BRP 52/EC/2014, National Research University Higher School of Economics.
  9. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
  10. Sule Alan & Orazio Attanasio & Martin Browning, 2009. "Estimating Euler equations with noisy data: two exact GMM estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, 03.
  11. Edgerton, David & Jochumzen, Peter, 2003. "Estimation in Binary Choice Models with Measurement Errors," Working Papers 2003:4, Lund University, Department of Economics, revised 07 Jul 2003.
  12. Naeem Ahmed & Matthew Brzozowski & Thomas F. Crossley, 2005. "Measurement Errors in Recall Food Expenditure Data," Quantitative Studies in Economics and Population Research Reports 396, McMaster University.
  13. Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries," SBP Working Paper Series 53, State Bank of Pakistan, Research Department.
  14. Vidal-Sanz, Jose M. & Esteban-Bravo, Mercedes, 2004. "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB wb045518, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  15. Susanne Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Bijwaard, Govert & Ridder, Geert, 2009. "A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model," IZA Discussion Papers 4543, Institute for the Study of Labor (IZA).
  17. Naeem Ahmed & Matthew Brzozowski & Thomas Crossley, 2006. "Measurement errors in recall food consumption data," IFS Working Papers W06/21, Institute for Fiscal Studies.
  18. Owen O'Donnell & Federica Teppa & Eddy van Doorslaer, 2008. "Can subjective survival expectations explain retirement behaviour?," DNB Working Papers 188, Netherlands Central Bank, Research Department.
  19. Schennach, Susanne M., 2004. "Exponential specifications and measurement error," Economics Letters, Elsevier, vol. 85(1), pages 85-91, October.
  20. Sule Alan & Kadir Atalay & Thomas F. Crossley, 2012. "Euler Equation Estimation on Micro Data," Koç University-TUSIAD Economic Research Forum Working Papers 1221, Koc University-TUSIAD Economic Research Forum.
  21. Winfried Pohlmeier & Sandra Lechner, 2003. "Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten," CoFE Discussion Paper 03-04, Center of Finance and Econometrics, University of Konstanz.
  22. Jesse B. Tack & Rulon D. Pope & Jeffrey T. LaFrance & Ricardo H. Cavazos, 2015. "Modelling an aggregate agricultural panel with application to US farm input demands," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 42(3), pages 371-396.
  23. Khorunzhina, Natalia, 2011. "Dynamic Stock Market Participation of Households," MPRA Paper 35310, University Library of Munich, Germany.
  24. H. Kim & Keith McLaren & K. Wong, 2013. "Empirical demand systems incorporating intertemporal consumption dynamics," Empirical Economics, Springer, vol. 45(1), pages 349-370, August.
  25. Jerry Hausman, 2001. "Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 57-67, Fall.
  26. Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012. "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper 39736, University Library of Munich, Germany.
  27. Moschini, GianCarlo, 2001. "Production Risk and the Estimation of Ex Ante Cost Functions," Staff General Research Papers Archive 1922, Iowa State University, Department of Economics.
  28. Li, Tong, 2000. "Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 243-248, April.
  29. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics.
  30. Susanne M Schennach, 2007. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometrica, Econometric Society, vol. 75(1), pages 201-239, 01.
  31. Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K., 2015. "Estimation and Inference of Threshold Regression Models with Measurement Errors," MPRA Paper 68457, University Library of Munich, Germany.
  32. G. Duggal, Vijaya & Saltzman, Cynthia & Klein, Lawrence R., 1999. "Infrastructure and productivity: a nonlinear approach," Journal of Econometrics, Elsevier, vol. 92(1), pages 47-74, September.
  33. Corinna GHIRELLI, 2015. "Scars of early non-employment in a rigid labour market," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2015008, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  34. Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M., 2005. "Panel data analysis of U.S. coal productivity," Journal of Econometrics, Elsevier, vol. 127(2), pages 131-164, August.
  35. Jushan Bai & Serena Ng, 2008. "Extremum Estimation when the Predictors are Estimated from Large Panels," Annals of Economics and Finance, Society for AEF, vol. 9(2), pages 201-222, November.
  36. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers 09/05, Monash University, Department of Economics.
  37. Shigeru Iwata, 2001. "Recentered And Rescaled Instrumental Variable Estimation Of Tobit And Probit Models With Errors In Variables," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 319-335.
  38. Jensen, Farrell E. & Pope, Rulon D., 2004. "Agricultural Precautionary Wealth," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(01), April.
  39. Li, Tong, 2002. "Robust and consistent estimation of nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 110(1), pages 1-26, September.
  40. Orley Ashenfelter & Cecilia Rouse, 1997. "Income, Schooling, and Ability: Evidence from a New Sample of Identical Twins," NBER Working Papers 6106, National Bureau of Economic Research, Inc.
  41. Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers id:5087, eSocialSciences.
  42. Jesse Tack & Rulon Pope & Jeffrey LaFrance & Ricardo Cavazos, 2012. "Flexible Specification and Robust Estimation of Input Demand Systems," Monash Economics Working Papers 48-12, Monash University, Department of Economics.
  43. Jeon, Jin Q. & Ligon, James A., 2011. "How much is reasonable? The size of termination fees in mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 17(4), pages 959-981, September.
  44. Romeo, Charles J., 1997. "Measuring information loss due to inconsistencies in duration data from longitudinal surveys," Journal of Econometrics, Elsevier, vol. 78(2), pages 159-177, June.
  45. Corinna.Ghirelli, 2014. "The scarring effect of early non-employment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/895, Ghent University, Faculty of Economics and Business Administration.
  46. Li, Tong & Hsiao, Cheng, 2004. "Robust estimation of generalized linear models with measurement errors," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 51-65.
  47. Larin, Alexander & Novak, Anna & Khvostova, Irina, 2013. "Consumption dynamics in Russia: Estimates on microdata," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 32(4), pages 29-44.
  48. 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.
  49. Hu, Yingyao, 2008. "Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution," Journal of Econometrics, Elsevier, vol. 144(1), pages 27-61, May.
  50. Hong, Han & Tamer, Elie, 2003. "A simple estimator for nonlinear error in variable models," Journal of Econometrics, Elsevier, vol. 117(1), pages 1-19, November.
  51. Voß, Sebastian & Weißbach, Rafael, 2014. "A score-test on measurement errors in rating transition times," Journal of Econometrics, Elsevier, vol. 180(1), pages 16-29.
  52. Stefano Iezzi, 2008. "Investors' risk attitude and risky behavior: a Bayesian approach with imperfect information," Temi di discussione (Economic working papers) 692, Bank of Italy, Economic Research and International Relations Area.
  53. 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.
  54. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-37, December.
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