Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach

In the general linear errors-in-variables model the main results have been derived under the assuption that the measurement errors are uncorrelated. However, as recognized by Bekker, Kapteyn and Wansbeek (BKW) (1997) and Lach (1993) this is often a problematic assumption to maintain in empirical applications since quite trivial variable transformations will often create correlation between the errors.

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Year of publication:	1998
Authors:	Willasen, Y.
Publisher:	Oslo : University of Oslo, Department of Economics
Subject:	econometrics \| models \| measurement

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Series:	Memorandum ; 06/1998
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	865518521 [GVK] hdl:10419/90802 [Handle] RePEc:hhs:osloec:1998_006 [RePEc]
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	EconStor

Persistent link: https://www.econbiz.de/10010330295