Identifiability of mean-reverting measurement error with instrumental variable

DOI10.1111/stan.12025MaRDI QIDQ6668622

Qing Li

Publication date: 22 January 2025

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

identificationincomemean-reverting measurement error

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Applications of statistics (62Pxx) Nonparametric inference (62Gxx)

Cites Work

• Unnamed Item
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Identification and estimation of polynomial errors-in-variables models
• Nonlinear errors in variables estimation of some Engel curves
• Measurement error in a single regressor
• Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Estimation of Nonlinear Models with Measurement Error

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