Pages that link to "Item:Q4807310"

The following pages link to TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS (Q4807310):

Displaying 27 items.

• Consistent noisy independent component analysis (Q302095) (← links)
• Robust quadratic regression and its application to energy-growth consumption problem (Q460299) (← links)
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
• Optimal unbiased estimation of some population central moments (Q478371) (← links)
• Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
• A note on the closed-form identification of regression models with a mismeasured binary regressor (Q945787) (← links)
• Considering endogeneity for optimal catalog allocation in direct marketing (Q976429) (← links)
• Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
• Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case (Q1787418) (← links)
• A method of moments estimator for a stochastic frontier model with errors in variables (Q1927609) (← 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)
• Synthetic difference-in-differences estimation with staggered treatment timing (Q2096228) (← links)
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm (Q2175654) (← links)
• Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt (Q2294451) (← 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)
• Identification of additive and polynomial models of mismeasured regressors without instruments (Q2399535) (← links)
• Kotlarski with a factor loading (Q2673201) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← 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)
• Interactions and social attitudes in American communities (Q4963377) (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
• Identification of a Triangular Two Equation System Without Instruments (Q6190752) (← links)
• Measurement Error Without the Proxy Exclusion Restriction (Q6617746) (← links)
• Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)