A simple estimator for nonlinear error in variable models

Journal of Econometrics

Volumn 117, Issue 1, 2003, Pages 1-19

  Hong, Han ^a   Tamer, Elie ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Distributional assumptions; Laplace (double exponential) distribution; Nonlinear models with measurement error; Revised moment conditions

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; ECONOMICS; ERROR ANALYSIS; FUNCTION EVALUATION; LAPLACE TRANSFORMS; MATHEMATICAL MODELS; METHOD OF MOMENTS; MONTE CARLO METHODS; NONLINEAR EQUATIONS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; VARIATIONAL TECHNIQUES; VECTORS;

ECONOMETRICS; ERROR DISTRIBUTION;

MEASUREMENT ERRORS;

EID: 0346343198     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00116-7     Document Type: Article

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