Similar Search Results - EconBiz

Alternative error covariance assumptions in dynamic panel data models

Anderson, Gordon - 1988

Persistent link: https://www.econbiz.de/10000124830

Simple estimators for dynamic panel data models with errors in variables

Wansbeek, Tom; Kapteyn, Arie - 1989

Persistent link: https://www.econbiz.de/10000782904

Measurement errors and the permanent income hypothesis : evidence from rural india

Bhalla, Surjit S. - 1978

Persistent link: https://www.econbiz.de/10000002606

Identification and method of moments estimation in polynomial measurement error models

Biørn, Erik - 2017

Estimation of polynomial regression equations in one error-ridden variable and a number of error-free regressors, as well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain order, are elaborated for single- and multi-equation...

Persistent link: https://www.econbiz.de/10011636052

Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors

Song, Suyong - In: Journal of econometrics 185 (2015) 1, pp. 95-109

Persistent link: https://www.econbiz.de/10011339898

ML and GMM with concentrated instruments in the static panel data model

Bekker, Paul A.; Essen, Jelle van - In: Econometric reviews 39 (2020) 2, pp. 181-195

Persistent link: https://www.econbiz.de/10012181529

Estimation of panel model with spatial autoregressive error and common factors

Qian, J. B. - In: Computational economics 47 (2016) 3, pp. 366-399

Persistent link: https://www.econbiz.de/10011712378

Consistent estimation of linear panel data models with measurement error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Journal of econometrics 200 (2017) 2, pp. 169-180

Persistent link: https://www.econbiz.de/10011917166

Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models

Garcia, Tanya P.; Ma, Yanyuan - In: Journal of econometrics 200 (2017) 2, pp. 194-206

Persistent link: https://www.econbiz.de/10011917181

Engineering robust instruments for GMM estimation of panel data regression models with errors in variables : a note

Racicot, François-Éric - In: Applied economics 47 (2015) 10/12, pp. 981-989

Persistent link: https://www.econbiz.de/10010486348

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