A simple estimator for nonlinear error in variable models
From MaRDI portal
Publication:1410563
DOI10.1016/S0304-4076(03)00116-7zbMath1022.62047OpenAlexW2094205984MaRDI QIDQ1410563
Publication date: 14 October 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00116-7
distributional assumptionsLaplace (double exponential) distributionnonlinear models with measurement errorrevised moment conditions
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)
Related Items (14)
Quantile regression modeling of latent trajectory features with longitudinal data ⋮ Adaptive estimation of the dynamics of a discrete time stochastic volatility model ⋮ Tweedie-type formulae for a multivariate Laplace distribution ⋮ t-Type corrected-loss estimation for error-in-variable model ⋮ Simulation extrapolation estimation in parametric models with Laplace measurement error ⋮ Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu ⋮ Laplace random variables with application to price indices ⋮ Treatment effect estimation with covariate measurement error ⋮ New \(M\)-estimators in semi-parametric regression with errors in variables ⋮ IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES ⋮ ESTIMATING NONLINEAR STRUCTURAL RELATIONSHIPS ⋮ Identification and estimation of nonlinear models using two samples with nonclassical measurement errors ⋮ On Hong-Tamer's estimator in nonlinear errors-in-variable regression models ⋮ Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
Cites Work
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Consistent estimation for some nonlinear errors-in-variables models
- Instrumental variable estimator for the nonlinear errors-in-variables model
- On estimating the slope of a straight line when both variables are subject to error
- Nonlinear errors in variables estimation of some Engel curves
- Errors in Variables in Linear Systems
- Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
- Estimation When a Parameter is on a Boundary
- Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data
- Inference on Regressions with Interval Data on a Regressor or Outcome
- Measurement Error Models with Auxiliary Data
- Identifiability of a Linear Relation between Variables Which Are Subject to Error
This page was built for publication: A simple estimator for nonlinear error in variable models