Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error

DOI10.1007/s13571-012-0047-yzbMath1257.62062OpenAlexW2047318590MaRDI QIDQ1940903

R. Prabhakar Rao, Zhaozhi Fan, Brajendra Chandra Sutradhar

Publication date: 8 March 2013

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-012-0047-y

zbMATH Keywords

consistencyefficiencyauto-correlated model errorsindividual random effectsmixed models for measurement errors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Inferences in longitudinal count data models with measurement errors in time dependent covariates

Cites Work

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• GMM estimation in panel data models with measurement error