Errors-in-Variables and Reverse Regression

DOI10.1142/9789811202391_0075zbMath1454.91321OpenAlexW3080217494MaRDI QIDQ5139504

Shafiqur Rahman, Cheng-Few Lee

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_0075

zbMATH Keywords

measurement errorerrors-in-variablesdirect and reverse regression

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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