Pages that link to "Item:Q1152189"
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The following pages link to Consistent moment estimators of regression coefficients in the presence of errors in variables (Q1152189):
Displaying 17 items.
- Consistent noisy independent component analysis (Q302095) (← links)
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- Use of non-normality in structural equation modeling: Application to direction of causation (Q947250) (← links)
- Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances (Q1341194) (← links)
- Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
- Method of Moments Estimation in Linear Regression with Errors in both Variables (Q2921868) (← links)
- Regression with errors in variables: estimators based on third order moments (Q3201385) (← links)
- ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES (Q3690070) (← links)
- Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (Q4916937) (← links)
- IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES (Q4959129) (← links)
- Moment conditions for the quadratic regression model with measurement error (Q5867569) (← links)
- Variance matrix estimation in multivariate classical measurement error models (Q6579376) (← links)
