Pages that link to "Item:Q1362036"

The following pages link to Higher moment estimators for linear regression models with errors in the variables (Q1362036):

Displaying 28 items.

• Consistent noisy independent component analysis (Q302095) (← links)
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
• Regularized LIML for many instruments (Q494179) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
• Improved estimators in some linear errors-in-variables models in finite samples (Q899780) (← links)
• Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
• Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← 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)
• Estimation of spatial autoregressive models with covariate measurement errors (Q2079628) (← links)
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm (Q2175654) (← links)
• Estimating permanent price impact via machine learning (Q2182135) (← 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)
• Matrix algebra for higher order moments (Q2575702) (← 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)
• ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL (Q4628412) (← 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)
• (Q5136799) (← links)
• Errors-in-variables estimation with wavelets (Q5300753) (← links)
• Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
• Moment conditions for the quadratic regression model with measurement error (Q5867569) (← links)
• Compound Regression and Constrained Regression: Nonparametric Regression Frameworks for EIV Models (Q5869283) (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)