Robust estimation of generalized linear models with measurement errors

Journal of Econometrics

Volumn 118, Issue 1-2, 2004, Pages 51-65

  Li, Tong ^a   Hsiao, Cheng ^b,c  

^a INDIANA UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Consistency; Empirical characteristic function; Replicate measurements; Semiparametric asymptotically corrected likelihood estimator

Indexed keywords

ASYMPTOTIC STABILITY; FUNCTION EVALUATION; MATHEMATICAL MODELS; MEASUREMENT ERRORS; MONTE CARLO METHODS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; ROBUSTNESS (CONTROL SYSTEMS);

ECONOMETRICS; EMPIRICAL CHARACTERISTIC FUNCTIONS;

LINEAR SYSTEMS;

EID: 0347985231     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00134-9     Document Type: Article

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