Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables model with application to Friedman's permanent income model

DOI10.1016/0165-1765(84)90086-7zbMath1273.91394OpenAlexW2015013279MaRDI QIDQ374912

Yngve Willassen

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90086-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (4)

A simple alternative derivation of a useful theorem in linear errors-in- variables regression models together with some clarifications ⋮ Stein-rule least squares estimation: A heuristic for fallible data ⋮ Interval estimation for fitting straight line when both variables are subject to error ⋮ Confidence Interval Estimation in Ultrastructural Model

Cites Work

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• Estimating structural and functional relationships
• The joint distribution of two studentized regression coefficients

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