Similar Search Results

A simple adjustment for measurement errors in estimating some limited dependent variable models

Wang, Liqun - 1996

Persistent link: https://www.econbiz.de/10000958664

Identifying the returns to lying when the truth is unobserved

Hu, Yingyao (contributor); Lewbel, Arthur (contributor) - 2007 - rev.

Persistent link: https://www.econbiz.de/10003637513

Estimation of parameters in the presence of model misspecification and measurement error

Swamy, Paravastu A. V. B.; Tavlas, George S.; Hall, … - 2008

Persistent link: https://www.econbiz.de/10003753554

Identification issues in models for underreported counts

Papadopoulos, Georgios (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003754772

Models for measured income

Nadarajah, Saralees; Kotz, Samuel - In: Journal of income distribution : an international quarterly 17 (2008) 2, pp. 95-108

Persistent link: https://www.econbiz.de/10003767257

The effect of measurement error on the estimated shape of the world distribution of income

Parmeter, Christopher F. - In: Economics letters 100 (2008) 3, pp. 373-376

Persistent link: https://www.econbiz.de/10003768787

Testing for structural breaks in variance with additive outliers and measurement errors

Rodrigues, Paulo M. M. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003324142

Some recent advances in measurement error models and methods

Schneeweiß, Hans; Augustin, Thomas - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 183-197

Persistent link: https://www.econbiz.de/10003285404

Time invariant variables and panel data models : a generalised Frisch-Waugh theorem and its implications

Krishnakumar, Jayalakshmi - In: Panel data econometrics : theoretical contributions and …, (pp. 119-132). 2006

Mundlak ("On the Pooling of Time Series and Cross-Section Data", Econometrica, Vol. 46 (1978),pp. 69-85) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some...

Persistent link: https://www.econbiz.de/10003331433

Estimating standard errors in finance panel data sets : comparing approaches

Petersen, Mitchell A. - In: The review of financial studies 22 (2009) 1, pp. 435-480

Persistent link: https://www.econbiz.de/10003836293