IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES

DOI10.1017/S0266466620000250zbMath1473.62237arXiv1404.1473OpenAlexW3039136770MaRDI QIDQ4959129

Dan Ben-Moshe

Publication date: 10 September 2021

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

Full work available at URL: https://arxiv.org/abs/1404.1473

zbMATH Keywords

linear regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) General considerations in statistical decision theory (62C05)

Related Items (2)

Identifying an earnings process with dependent contemporaneous income shocks ⋮ Dynamic deconvolution and identification of independent autoregressive sources

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