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A simple improvement of the IV estimator for the classical errors-in-variables problem
Andersson, Jonas; Møen, Jarle - 2009
Persistent link: https://www.econbiz.de/10003879049
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Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey; Newey, Whitney K.; McDonald, … - 2007
Persistent link: https://www.econbiz.de/10003540212
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Estimating a DSGE model for Japan in a data-rich environment
Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55
Persistent link: https://www.econbiz.de/10011380592
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Are true scores and construct scores the same? : a critical examination of their substitutability and the implications for research results
Schmidt, Frank L.; Le, Huy; Oh, In-sue - In: International journal of selection and assessment 21 (2013) 4, pp. 339-354
Persistent link: https://www.econbiz.de/10010230111
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Are dual and primal estimations equivalent in the presence of stochastic errors in input demand?
Bittencourt, Maurício Vaz Lobo; Sampaio, Armando Vaz - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 295-313
Persistent link: https://www.econbiz.de/10010402886
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A simple improvement of the IV-estimator for the classical errors-in-variables problem
Andersson, Jonas; Møen, Jarle - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 113-125
Persistent link: https://www.econbiz.de/10011494641
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Inhomogene Hochrechnungsfaktoren bei der Mikrosimulation : Probleme und Lösungsansätze
Sauerbier, Thomas; Heike, Hans-Dieter - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 3, pp. 353-369
Persistent link: https://www.econbiz.de/10001760046
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A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.; Gibson, Heather D.; Tavlas, George S.; … - In: Computational economics 56 (2020) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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Linear panel regression models with non-classical measurement error : an application to investment equations
Hayakawa, Kazuhiko; Yamagata, Takashi - 2022
This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The model considered is more general than examined in the literature in that (i) measurement error can be non-classical in the sense that they are allowed to be correlated with the...
Persistent link: https://www.econbiz.de/10013355213
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Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang - In: Applied economics 55 (2023) 5, pp. 518-530
Persistent link: https://www.econbiz.de/10013494437