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Volumn 28, Issue , 1997, Pages

Using higher moments to estimate the simple errors-in-variables model

(1)  Cragg, John G a  

a NONE

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EID: 0031496532     PISSN: 07416261     EISSN: None     Source Type: Journal    
DOI: 10.2307/3087456     Document Type: Article
Times cited : (63)

References (15)
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    • Efficient estimation in the errors in variables model
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  • 6
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    • Making good inferences from bad data
    • _. "Making Good Inferences from Bad Data." Canadian Journal of Economics, Vol. 27 (1994), pp. 776-800.
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  • 7
    • 0038972236 scopus 로고
    • Factor analysis under more general conditions with reference to heteroskedasticity of unknown form
    • G.S. Maddala, RC.B. Phillips, and T.N. Srinivasan, eds., Cambridge, Mass.: Basil Blackwell
    • _ AND DONALD, S.G. "Factor Analysis under More General Conditions with Reference to Heteroskedasticity of Unknown Form." In G.S. Maddala, RC.B. Phillips, and T.N. Srinivasan, eds., Advances in Econometrics and Quantitative Economics. Cambridge, Mass.: Basil Blackwell, 1995.
    • (1995) Advances in Econometrics and Quantitative Economics
    • Donald, S.G.1
  • 8
    • 84866214278 scopus 로고
    • Estimating regression models with errors in the variables to discriminate between consumption and market betas
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    • (1992) Cahier de Recherche IEA-9213
    • Dagenais, M.G.1    Dagenais, D.L.2
  • 9
    • 0000624544 scopus 로고    scopus 로고
    • Higher moment estimators for linear regression models with errors in the variables
    • _, AND _. "Higher Moment Estimators for Linear Regression Models with Errors in the Variables." Journal of Econometrics, Vol. 76 (1997), pp. 193-222.
    • (1997) Journal of Econometrics , vol.76 , pp. 193-222
  • 11
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    • Inherent relations between random variables
    • GEARY, R.C. "Inherent Relations Between Random Variables." Proceedings of the Royal Irish Academy, Vol. 47A (1942), pp. 63-76.
    • (1942) Proceedings of the Royal Irish Academy , vol.47 A , pp. 63-76
    • Geary, R.C.1
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  • 13
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    • Identification in the linear errors in variables model
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    • (1983) Econometrica , vol.51 , pp. 1847-1849
    • Kapteyn, A.1    Wansbeek, T.2
  • 15
    • 0012895979 scopus 로고
    • Consistent moment estimators of regression coefficients in the presence of errors in variables
    • PAL, M. "Consistent Moment Estimators of Regression Coefficients in the Presence of Errors in Variables." Journal of Econometrics, Vol. 14 (1980), pp. 349-364.
    • (1980) Journal of Econometrics , vol.14 , pp. 349-364
    • Pal, M.1


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