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Persistent link: https://www.econbiz.de/10010506058
We consider a multiple mismeasured regressor errors-in-variables model. We develop closed-form minimum distance estimators from any number of estimating equations, which are linear in the third and higher cumulants of the observable variables. Using the cumulant estimators alters qualitative...
Persistent link: https://www.econbiz.de/10011077598