Identification and Estimation of Simultaneous Equation Models with Measurement Error

DOI10.2307/2525705zbMath0376.62085OpenAlexW2008800383MaRDI QIDQ4153523

Cheng Hsiao

Publication date: 1976

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525705

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (9)

MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS ⋮ Nonlinear errors in variables estimation of some Engel curves ⋮ Identification of simultaneous equation models with measurement error: a computerized evaluation ⋮ Consistent estimation for some nonlinear errors-in-variables models ⋮ Factor-analysis estimation of simultaneity-error models ⋮ Use of prior information in the consistent estimation of regression coefficients in measurement error models ⋮ FIML estimation of dynamic econometric systems from inconsistent data ⋮ ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES ⋮ The partial least squares-fix point method of estimating interdependent systems with latent variables

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