Estimation of a model containing unobservable variables using grouped observations. An application to the permanent income hypothesis

DOI10.1016/0304-4076(77)90054-9zbMath0361.62090OpenAlexW1581105420MaRDI QIDQ1239572

Clifford L. F. Attfield

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90054-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis ⋮ Some comments on maximum likelihood and partial least squares methods ⋮ ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES

Cites Work

• Unnamed Item
• Maximum-Likelihood Estimation of Regressions Containing Unobservable Independent Variables
• Testing the Assumptions of the Permanent-Income Model
• The Estimation of Nonlinear Econometric Systems
• Estimation of Regression Relationships Containing Unobservable Independent Variables

This page was built for publication: Estimation of a model containing unobservable variables using grouped observations. An application to the permanent income hypothesis