Showing 31 - 40 of 38,105
The method of instrumental variables (IV) and the generalized method of moments (GMM) and their applications to the estimation of errors-in-variables and simultaneous equations models in econometrics require data on a sufficient number of instrumental variables which are (insert space)both...
Persistent link: https://www.econbiz.de/10003886194
It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that measurement error models for self-reporting data are well-posed, assuming the probability of...
Persistent link: https://www.econbiz.de/10003892532
Persistent link: https://www.econbiz.de/10003894211
Persistent link: https://www.econbiz.de/10003902770
Persistent link: https://www.econbiz.de/10003410479
Persistent link: https://www.econbiz.de/10003462413
Persistent link: https://www.econbiz.de/10003406655
Persistent link: https://www.econbiz.de/10003375854
The paper is a survey of recent investigations by the authors and others into the relative efficiencies of structural and functional estimators of the regression parameters in a measurement error model. While structural methods, in particular the quasi-score (QS) method, take advantage of the...
Persistent link: https://www.econbiz.de/10003378512
It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that measurement error models for self-reporting data are well-posed, assuming the probability of...
Persistent link: https://www.econbiz.de/10003908569