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Persistent link: https://www.econbiz.de/10003395315
Various estimators of the reduced form of a block recursive model are investigated and compared to each other. In particular it is shown that the structural reduced form estimator, which results from estimating separately each block of the block recursive model by some efficient method and then...
Persistent link: https://www.econbiz.de/10002529389
A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several methods have been proposed to eliminate, or at least to...
Persistent link: https://www.econbiz.de/10003135841
Persistent link: https://www.econbiz.de/10005178802