Least-Squares versus Instrumental Variables Estimation in a Simple Errors in Variables Model

DOI10.2307/1909758zbMath0384.62057OpenAlexW2091918852MaRDI QIDQ4164684

Edward E. Leamer

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1909758

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (4)

Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors ⋮ Errors in variables: consistent adjusted least squares (cals) estimation ⋮ RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES ⋮ Maximum likelihood estimator and confidence intervals for a simple errors in variables model

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