TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS

DOI10.1017/S0266466602183101zbMath1109.62361OpenAlexW2021906630WikidataQ56675782 ScholiaQ56675782MaRDI QIDQ4807310

Toni M. Whited, Timothy Erickson

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602183101

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05)

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