Two-stage intrumental variable estimators for the nonlinear errors-in- variables model

DOI10.1016/0304-4076(90)90061-WzbMath0698.62105MaRDI QIDQ912559

Yasuo Amemiya

Publication date: 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo experimentapproximate biaserror covariance matrix estimatornonlinear functional errors-in-variables modelordinary instrumental variable estimatortwo-stage instrumental variable estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items (9)

Instrumental variable estimation in nonlinear measurement error models ⋮ Estimation and inference of threshold regression models with measurement errors ⋮ A small sigma approach to certain problems in errors-in-variables models ⋮ Production risk and the estimation of ex-ante cost functions ⋮ Instrument Assisted Regression for Errors in Variables Models with Binary Response ⋮ Two‐stage estimation of limited dependent variable models with errors‐in‐variables ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models ⋮ Instrumental variable estimation in a probit measurement error model ⋮ Instrumental variable estimation in logistic measurement error models by means of factor scores

Cites Work

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