Alternative Methods to Deal with Measurement Error

DOI10.1142/9789811202391_0037zbMath1451.91230OpenAlexW4252505193MaRDI QIDQ5139445

Alice C. Lee, Cheng-Few Lee, Hong-Yi Chen

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0037

zbMATH Keywords

mathematical programming methodmaximum likelihood methodmeasurement errorerrors-in-variablescapital asset pricing modelBayesian approachcost of capitalcapital structureinstrumental variable methodinvestment equationgrouping methodclassical methodLISREL method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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