Higher moment estimators for linear regression models with errors in the variables
type: Item
instance of: scholarly article
title: Higher moment estimators for linear regression models with errors in the variables
zbMATH Open document ID: 0873.62066
DOI: 10.1016/0304-4076(95)01789-5
author: Marcel G. Dagenais
author: Denyse L. Dagenais
published in: Journal of Econometrics
publication date: 1997-08-03T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1042446
zbMATH Keywords: measurement errors
zbMATH Keywords: higher moments
zbMATH Keywords: consistent instrumental variables estimators
zbMATH Keywords: errors in the variables
zbMATH Keywords: sample moments
zbMATH Keywords: ordinary least squares estimators
zbMATH Keywords: root mean squared errors
zbMATH Keywords: size of type \(I\) errors
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01789-5
OpenAlex ID: W1964463158
Wikidata QID: Q56675781
cites work: Q3711623
cites work: Q3745138
cites work: Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances
cites work: Further Suggestions Concerning the Utilization of Incomplete Observations in Regression Analysis
cites work: Q4802629
cites work: Q5804599
cites work: Errors in Variables
cites work: On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
cites work: Q4003037
cites work: Q5843108
cites work: Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: Specification Tests in Econometrics
cites work: Q5615180
cites work: Consistent Sets of Estimates for Regressions with Errors in All Variables
cites work: Q3854516
cites work: A Contribution to the Empirics of Economic Growth
cites work: The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables
cites work: Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
cites work: Consistent moment estimators of regression coefficients in the presence of errors in variables
cites work: Identifiability of a Linear Relation between Variables Which Are Subject to Error
cites work: Q5626055
cites work: Alternative Tests of Independence between Stochastic Regressors and Disturbances
description: scientific article; zbMATH DE number 1042446