Erickson, Timothy; Jiang, Colin Huan; Whited, Toni M. - In: Journal of Econometrics 183 (2014) 2, pp. 211-221
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...