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Persistent link: https://www.econbiz.de/10003135823
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal up to the order of the measurement error...
Persistent link: https://www.econbiz.de/10002726374