Pages that link to "Item:Q2707383"
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The following pages link to Measurement error and latent variables in econometrics (Q2707383):
Displaying 44 items.
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Inferences in longitudinal count data models with measurement errors in time dependent covariates (Q505995) (← links)
- Estimation with unbalanced panel data having covariate measurement error (Q607198) (← links)
- Structural measurement errors in nonseparable models (Q736539) (← links)
- Some recent advances in measurement error models and methods (Q862790) (← links)
- Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
- Identifiability and equivalence of GLLIRM models (Q1029515) (← links)
- Measurement error in a single regressor (Q1583396) (← links)
- Asymptotically independent estimates in a structural linear model with measurement errors (Q1729389) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error (Q1940903) (← links)
- Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
- Measurement error models: editors' introduction (Q2399529) (← links)
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← 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)
- The precision of subjective data and the explanatory power of economic models (Q2399552) (← links)
- A generalized maximum entropy estimator to simple linear measurement error model with a composite indicator (Q2418294) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors (Q2485990) (← links)
- Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution (Q2489763) (← links)
- Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models (Q2517871) (← links)
- Matrix algebra for higher order moments (Q2575702) (← links)
- Logistic response models with item interactions (Q2905124) (← links)
- On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
- Measurement Error: Consequences, Applications and Solutions (Q3406486) (← links)
- The Sample Selection Model from a Method of Moments Perspective (Q3432678) (← links)
- Regressor and random‐effects dependencies in multilevel models (Q4821763) (← links)
- (Q4942165) (← links)
- MEASUREMENT ERRORS IN DYNAMIC MODELS (Q4979937) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- Mobile safety cameras: estimating casualty reductions and the demand for secondary healthcare (Q5129122) (← links)
- Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models (Q5160258) (← links)
- Reducing errors-in-variables bias in linear regression using compact genetic algorithms (Q5222276) (← links)
- Simultaneous equations in ordered discrete responses with regressor‐dependent thresholds (Q5703225) (← links)
- Copula-based measurement error models (Q5858303) (← links)
- GMM estimation in panel data models with measurement error (Q5952953) (← links)
- Causality Modeling and Statistical Generative Mechanisms (Q6104516) (← links)
- Individualized Group Learning (Q6107235) (← links)
- On the impact of covariate measurement error on spatial regression modelling (Q6139097) (← links)
- Identification of Time-Varying Factor Models (Q6150349) (← links)
- Simple linear functional Errors–In–Variables models with correlated errors (Q6552589) (← links)
- Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation (Q6636008) (← links)
- Identifiability of mean-reverting measurement error with instrumental variable (Q6668622) (← links)
