메뉴 건너뛰기




Volumn 117, Issue 1, 2003, Pages 151-178

Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables

Author keywords

Binary variables; Instrumental variables; Measurement error

Indexed keywords

ASYMPTOTIC STABILITY; BINARY SEQUENCES; ERROR ANALYSIS; INSTRUMENT ERRORS; LINEAR EQUATIONS; MATHEMATICAL MODELS; METHOD OF MOMENTS; NORMAL DISTRIBUTION; PARAMETER ESTIMATION; REGRESSION ANALYSIS; STATISTICAL TESTS; THEOREM PROVING;

EID: 0347985221     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00121-0     Document Type: Article
Times cited : (59)

References (24)
  • 1
    • 33847355818 scopus 로고
    • Regression with a binary independent variable subject to errors of observation
    • Aigner D.J. Regression with a binary independent variable subject to errors of observation. Journal of Econometrics. 1:1973;49-60.
    • (1973) Journal of Econometrics , vol.1 , pp. 49-60
    • Aigner, D.J.1
  • 2
    • 0001198502 scopus 로고    scopus 로고
    • Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space
    • Andrews D.W.K. Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space. Econometrica. 68:2000;399-405.
    • (2000) Econometrica , vol.68 , pp. 399-405
    • Andrews, D.W.K.1
  • 6
    • 0003795033 scopus 로고    scopus 로고
    • Bounding mean regressions when a binary regressor is mismeasured
    • Bollinger C.R. Bounding mean regressions when a binary regressor is mismeasured. Journal of Econometrics. 73:1996;387-399.
    • (1996) Journal of Econometrics , vol.73 , pp. 387-399
    • Bollinger, C.R.1
  • 7
    • 0040250393 scopus 로고    scopus 로고
    • Trend employment growth and the bunching of job creation and destruction
    • Foote C. Trend employment growth and the bunching of job creation and destruction. Quarterly Journal of Economics. 113:1998;809-834.
    • (1998) Quarterly Journal of Economics , vol.113 , pp. 809-834
    • Foote, C.1
  • 8
    • 84974465990 scopus 로고
    • Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data
    • Froot K.A. Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data. Journal of Financial and Quantitative Analysis. 24:1989;333-355.
    • (1989) Journal of Financial and Quantitative Analysis , vol.24 , pp. 333-355
    • Froot, K.A.1
  • 9
    • 84986366980 scopus 로고
    • Exact inference in the inequality constrained normal linear regression model
    • Geweke J. Exact inference in the inequality constrained normal linear regression model. Journal of Applied Econometrics. 1:1986;127-141.
    • (1986) Journal of Applied Econometrics , vol.1 , pp. 127-141
    • Geweke, J.1
  • 12
    • 45949121097 scopus 로고
    • Non-parametric analysis of a generalized regression model
    • Han A.K. Non-parametric analysis of a generalized regression model. Journal of Econometrics. 35:1987;303-316.
    • (1987) Journal of Econometrics , vol.35 , pp. 303-316
    • Han, A.K.1
  • 13
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen L. Large sample properties of generalized method of moments estimators. Econometrica. 50:1982;1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.1
  • 14
    • 0007984413 scopus 로고    scopus 로고
    • Misclassification of the dependent variable in a discrete-response setting
    • Hausman J.A., Abrevaya J., Scott-Morton F.M. Misclassification of the dependent variable in a discrete-response setting. Journal of Econometrics. 87:1998;239-269.
    • (1998) Journal of Econometrics , vol.87 , pp. 239-269
    • Hausman, J.A.1    Abrevaya, J.2    Scott-Morton, F.M.3
  • 15
    • 0003187405 scopus 로고
    • Semiparametric least squares (SLS) and weighted SLS estimation of single index models
    • Ichimura H. Semiparametric least squares (SLS) and weighted SLS estimation of single index models. Journal of Econometrics. 58:1993;71-120.
    • (1993) Journal of Econometrics , vol.58 , pp. 71-120
    • Ichimura, H.1
  • 16
    • 0242436717 scopus 로고    scopus 로고
    • Estimating returns to schooling when schooling is misreported
    • National Bureau of Economic Research
    • Kane, T.J., Rouse, C.E., Staiger, D., 1999. Estimating returns to schooling when schooling is misreported. Working Paper 7235, National Bureau of Economic Research.
    • (1999) Working Paper , vol.7235
    • Kane, T.J.1    Rouse, C.E.2    Staiger, D.3
  • 17
    • 0000432092 scopus 로고
    • Robust tests for heteroscedasticity based on regression quantiles
    • Koenker R., Bassett G. Jr. Robust tests for heteroscedasticity based on regression quantiles. Econometrica. 50:1982;43-61.
    • (1982) Econometrica , vol.50 , pp. 43-61
    • Koenker, R.1    Bassett Jr., G.2
  • 19
    • 0002745670 scopus 로고
    • Regression standard errors in clustered samples
    • Rogers W.H. Regression standard errors in clustered samples. Stata Technical Bulletin. 13:1993;19-23.
    • (1993) Stata Technical Bulletin , vol.13 , pp. 19-23
    • Rogers, W.H.1
  • 20
    • 0000713418 scopus 로고    scopus 로고
    • The effects of job turnover on the training of men and women
    • Royalty A.B. The effects of job turnover on the training of men and women. Industrial and Labor Relations Review. 49:1996;506-521.
    • (1996) Industrial and Labor Relations Review , vol.49 , pp. 506-521
    • Royalty, A.B.1
  • 21
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White H. Maximum likelihood estimation of misspecified models. Econometrica. 50:1982;1-25.
    • (1982) Econometrica , vol.50 , pp. 1-25
    • White, H.1
  • 22
    • 84950435766 scopus 로고
    • An exact test for multiple inequality and equality constraints in the linear regression model
    • Wolak F.A. An exact test for multiple inequality and equality constraints in the linear regression model. Journal of the American Statistical Association. 82:1987;782-793.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 782-793
    • Wolak, F.A.1
  • 23
    • 0000284943 scopus 로고
    • The local nature of hypothesis tests involving inequality constraints in nonlinear models
    • Wolak F.A. The local nature of hypothesis tests involving inequality constraints in nonlinear models. Econometrica. 59:1991;981-995.
    • (1991) Econometrica , vol.59 , pp. 981-995
    • Wolak, F.A.1
  • 24
    • 0008227679 scopus 로고    scopus 로고
    • Estimating systems of equations with different instruments for different equations
    • Wooldridge J.M. Estimating systems of equations with different instruments for different equations. Journal of Econometrics. 74:1996;387-405.
    • (1996) Journal of Econometrics , vol.74 , pp. 387-405
    • Wooldridge, J.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.