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Some recent advances in measurement error models and methods

Schneeweiss, Hans; Augustin, Thomas - 2005

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/10010332971

Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models

Kukush, Alexander; Malenko, Andrii; Schneeweiss, Hans - 2006

Persistent link: https://www.econbiz.de/10010266247

Some recent advances in measurement error models and methods

Schneeweiß, Hans; Augustin, Thomas - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 183-197

Persistent link: https://www.econbiz.de/10003285404

Some recent advances in measurement error models and methods

Schneeweiß, Hans; Augustin, Thomas - In: Modern econometric analysis : surveys on recent …, (pp. 183-198). 2006

Persistent link: https://www.econbiz.de/10003375873

Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models

Kukush, Alexander (contributor); Malenko, Andrii (contributor) - 2006

Persistent link: https://www.econbiz.de/10003395315

The reduced form of a block recursive model

Schneeweiß, Hans (contributor); … - 2003

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...