Generalized least squares estimation of the functional multivariate linear errors-in-variables model

DOI10.1016/0047-259X(86)90098-9zbMath0621.62055OpenAlexW1980966598MaRDI QIDQ1090032

P. Fred Dahm, Wayne A. Fuller

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90098-9

zbMATH Keywords

generalized least squaresmeasurement error modelconsistentstructural modelstructural relationshipasymptotically multivariate normalfunctional multivariate linear errors-in-variables modelfunctional relationshipsmean squares and products

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Related Items (3)

A multivariate ultrastructural errors-in-variables model with equation error ⋮ Likelihood approach to dynamic panel models with interactive effects ⋮ The asymptotic distributions of some estimators for a factor analysis model

Cites Work

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