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Many IVs estimation of dynamic panel regression models with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Zhou, Qiankun - In: Journal of econometrics 200 (2017) 2, pp. 251-259

Persistent link: https://www.econbiz.de/10011917232

Regression discontinuity design with continuous measurement error in the running variable

Davezies, Laurent; Le Barbanchon, Thomas - In: Journal of econometrics 200 (2017) 2, pp. 260-281

Persistent link: https://www.econbiz.de/10011917237

Bayesian moment-based inference in a regression model with misclassification error

Bollinger, Christopher R.; Hasselt, Martijn van - In: Journal of econometrics 200 (2017) 2, pp. 282-294

Persistent link: https://www.econbiz.de/10011917254

Direct instrumental nonparametric estimation of inverse regression functions

Krief, Jerome M. - In: Journal of econometrics 201 (2017) 1, pp. 95-107

Persistent link: https://www.econbiz.de/10011917431

Spatial errors in count data regressions

Bertanha, Marinho; Moser, Petra - In: Journal of econometric methods 5 (2016) 1, pp. 49-69

Persistent link: https://www.econbiz.de/10011865027

A correction for regression discontinuity designs with group-specific mismeasurement of the running variable

Bartalotti, Otávio; Brummet, Quentin; Dieterle, Steven - 2018

Persistent link: https://www.econbiz.de/10011894225

Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors

Blundell, Richard W.; Horowitz, Joel; Parey, Matthias - 2018

Berkson errors are commonplace in empirical microeconomics and occur whenever we observe an average in a specified group rather than the true individual value. In consumer demand this form of measurement error is present because the price an individual pays is often measured by the average price...

Persistent link: https://www.econbiz.de/10011935703

There and back again - estimating equivalence scales with measurement error

Borah, Melanie; Knabe, Andreas - In: Applied economics letters 25 (2018) 19, pp. 1389-1392

Persistent link: https://www.econbiz.de/10012137368

The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence

Gramespacher, Thomas; Bänziger, Armin - In: Review of Pacific Basin financial markets and policies 22 (2019) 2, pp. 1950012-1-1950012-17

Persistent link: https://www.econbiz.de/10012139945

A multicollinearity and measurement error statistical blind spot : correcting for excessive false positives in regression and PLS

Goodhue, Dale L.; Lewis, William; Thompson, Ron - In: Management information systems : mis quarterly 41 (2017) 3, pp. 667-684

Persistent link: https://www.econbiz.de/10011740838