Errors in Variables in Linear Systems

DOI10.2307/1911034zbMath0625.62049OpenAlexW1548319914MaRDI QIDQ3028112

Edward E. Leamer

Publication date: 1987

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.econ.ucla.edu/workingpapers/wp406.pdf

zbMATH Keywords

error covariance matricesnondiagonal casetwo-stage least squares estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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