메뉴 건너뛰기




Volumn 49, Issue 4, 2011, Pages 901-937

Nonlinear models of measurement errors

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84862923967     PISSN: 00220515     EISSN: None     Source Type: Journal    
DOI: 10.1257/jel.49.4.901     Document Type: Article
Times cited : (138)

References (78)
  • 1
    • 0141981616 scopus 로고    scopus 로고
    • Efficient estimation of models with conditional moment restrictions containing unknown functions
    • Ai, Chunrong, and Xiaohong Chen. 2003. "Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions." Econometrica, 71(6): 1795-1843.
    • (2003) Econometrica , vol.71 , Issue.6 , pp. 1795-1843
    • Ai, C.1    Chen, X.2
  • 2
    • 0000087762 scopus 로고
    • Instrumental variable estimator for the nonlinear errors-in-variables model
    • Amemiya, Yasuo. 1985. "Instrumental Variable Estimator for the Nonlinear Errors-in-Variables Model." Journal of Econometrics, 28(3): 273-89.
    • (1985) Journal of Econometrics , vol.28 , Issue.3 , pp. 273-289
    • Amemiya, Y.1
  • 3
    • 0032217124 scopus 로고    scopus 로고
    • Measurement error in the current population survey: A nonparametric look
    • Bollinger, Christopher R. 1998. "Measurement Error in the Current Population Survey: A Nonparametric Look." Journal of Labor Economics, 16(3): 576-94.
    • (1998) Journal of Labor Economics , vol.16 , Issue.3 , pp. 576-594
    • Bollinger, C.R.1
  • 4
    • 77950211904 scopus 로고    scopus 로고
    • Generalized non-parametric deconvolution with an application to earnings dynamics
    • Bonhomme, Stephane, and Jean-Marc Robin. 2010. "Generalized Non-parametric Deconvolution with an Application to Earnings Dynamics." Review of Economic Studies, 77(2): 491-533.
    • (2010) Review of Economic Studies , vol.77 , Issue.2 , pp. 491-533
    • Bonhomme, S.1    Robin, J.-M.2
  • 5
    • 21344483049 scopus 로고
    • Evidence on the validity of cross-sectional and longitudinal labor market data
    • Bound, John, Charles Brown, Greg J. Duncan, and Willard L. Rodgers. 1994. "Evidence on the Validity of Cross-Sectional and Longitudinal Labor Market Data." Journal of Labor Economics, 12(3): 345-68.
    • (1994) Journal of Labor Economics , vol.12 , Issue.3 , pp. 345-368
    • Bound, J.1    Brown, C.2    Duncan, G.J.3    Rodgers, W.L.4
  • 6
    • 70350116604 scopus 로고    scopus 로고
    • Measurement error in survey data
    • ed. James J. Heckman and Edward Leamer, Amsterdam; London and New York: Elsevier Science, North-Holland
    • Bound, John, Charles Brown, and Nancy Mathiowetz. 2001. "Measurement Error in Survey Data." In Handbook of Econometrics, Volume 5, ed. James J. Heckman and Edward Leamer, 3705-3843. Amsterdam; London and New York: Elsevier Science, North-Holland.
    • (2001) Handbook of Econometrics , vol.5 , pp. 3705-3843
    • Bound, J.1    Brown, C.2    Mathiowetz, N.3
  • 7
    • 0002631483 scopus 로고
    • The extent of measurement error in longitudinal earnings data: Do two wrongs make a right
    • Bound, John, and Alan B. Krueger. 1991. "The Extent of Measurement Error in Longitudinal Earnings Data: Do Two Wrongs Make a Right?" Journal of Labor Economics, 9(1): 1-24.
    • (1991) Journal of Labor Economics , vol.9 , Issue.1 , pp. 1-24
    • Bound, J.1    Krueger, A.B.2
  • 9
    • 0001736196 scopus 로고
    • Optimal rates of convergence for deconvolving a density
    • Carroll, Raymond J., and Peter Hall. 1988. "Optimal Rates of Convergence for Deconvolving a Density." Journal of the American Statistical Association, 83(404): 1184-86.
    • (1988) Journal of the American Statistical Association , vol.83 , Issue.404 , pp. 1184-1186
    • Carroll, R.J.1    Hall, P.2
  • 12
    • 0001506817 scopus 로고
    • Approximate quasi-likelihood estimation in models with surrogate predictors
    • Carroll, Raymond J., and Leonard A. Stefanski. 1990. "Approximate Quasi-likelihood Estimation in Models with Surrogate Predictors." Journal of the American Statistical Association, 85(411): 652-63.
    • (1990) Journal of the American Statistical Association , vol.85 , Issue.411 , pp. 652-663
    • Carroll, R.J.1    Stefanski, L.A.2
  • 14
    • 16344384926 scopus 로고    scopus 로고
    • Measurement error models with auxiliary data
    • DOI 10.1111/j.1467-937X.2005.00335.x
    • Carroll, Raymond J., and M. P. Wand. 1991. "Semiparametric Estimation in Logistic Measurement Error Models." Journal of the Royal Statistical Society, Series B, 53(3): 573-85. (Pubitemid 40473524)
    • (2005) Review of Economic Studies , vol.72 , Issue.2 , pp. 343-366
    • Chen, X.1    Hong, H.2    Tamer, E.3
  • 15
    • 49749111726 scopus 로고    scopus 로고
    • Semiparametric efficiency in GMM models with auxiliary data
    • Chen, Xiaohong, Han Hong, and Alessandro Tarozzi. 2008. "Semiparametric Efficiency in GMM Models with Auxiliary Data." Annals of Statistics, 36(2): 808-43.
    • (2008) Annals of Statistics , vol.36 , Issue.2 , pp. 808-843
    • Chen, X.1    Hong, H.2    Tarozzi, A.3
  • 17
    • 34547678276 scopus 로고    scopus 로고
    • Estimation and confidence regions for parameter sets in econometric models
    • Chernozhukov, Victor, Han Hong, and Elie Tamer. 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models." Econometrica, 75(5): 1243-84.
    • (2007) Econometrica , vol.75 , Issue.5 , pp. 1243-1284
    • Chernozhukov, V.1    Hong, H.2    Tamer, E.3
  • 18
    • 0001569029 scopus 로고
    • The effect of measurement error
    • Chesher, Andrew. 1991. "The Effect of Measurement Error." Biometrika, 78(3): 451-62.
    • (1991) Biometrika , vol.78 , Issue.3 , pp. 451-462
    • Chesher, A.1
  • 19
    • 0347604159 scopus 로고    scopus 로고
    • Duration response measurement error
    • Chesher, Andrew, Montezuma Dumangane, and Richard J. Smith. 2002. "Duration Response Measurement Error." Journal of Econometrics, 111(2): 169-94.
    • (2002) Journal of Econometrics , vol.111 , Issue.2 , pp. 169-194
    • Chesher, A.1    Dumangane, M.2    Smith, R.J.3
  • 20
    • 0036056892 scopus 로고    scopus 로고
    • Welfare measurement and measurement error
    • Chesher, Andrew, and Christian Schluter. 2002. "Welfare Measurement and Measurement Error." Review of Economic Studies, 69(2): 357-78.
    • (2002) Review of Economic Studies , vol.69 , Issue.2 , pp. 357-378
    • Chesher, A.1    Schluter, C.2
  • 21
    • 67349226679 scopus 로고    scopus 로고
    • Optimally combining censored and uncensored datasets
    • Devereux, Paul J., and Gautam Tripathi. 2009. "Optimally Combining Censored and Uncensored Datasets." Journal of Econometrics, 151(1): 17-32.
    • (2009) Journal of Econometrics , vol.151 , Issue.1 , pp. 17-32
    • Devereux, P.J.1    Tripathi, G.2
  • 23
    • 0000393708 scopus 로고    scopus 로고
    • Habit formation in consumer preferences: Evidence from panel data
    • Dynan, Karen E. 2000. "Habit Formation in Consumer Preferences: Evidence from Panel Data." American Economic Review, 90(3): 391-406.
    • (2000) American Economic Review , vol.90 , Issue.3 , pp. 391-406
    • Dynan, K.E.1
  • 24
    • 0000867838 scopus 로고
    • On the optimal rates of convergence for nonparametric deconvolution problems
    • Fan, Jianqing. 1991. "On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems." Annals of Statistics, 19(3): 1257-72.
    • (1991) Annals of Statistics , vol.19 , Issue.3 , pp. 1257-1272
    • Fan, J.1
  • 25
    • 21344496605 scopus 로고
    • Nonparametric regression with errors in variables
    • Fan, Jianqing, and Young K. Truong. 1993. "Nonparametric Regression with Errors in Variables." Annals of Statistics, 21(4): 1900-1925.
    • (1993) Annals of Statistics , vol.21 , Issue.4 , pp. 1900-1925
    • Fan, J.1    Truong, Y.K.2
  • 26
    • 0030353969 scopus 로고    scopus 로고
    • Consistent model specification tests: Omitted variables and semiparametric functional forms
    • Fan, Yanqin, and Qi Li. 1996. "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms." Econometrica, 64(4): 865-90. (Pubitemid 126463297)
    • (1996) Econometrica , vol.64 , Issue.4 , pp. 865-890
    • Fan, Y.1    Li, Q.2
  • 30
    • 0040085497 scopus 로고
    • Sull' interpolazione di una retta quando i valori variabile indipendente sono affetti da errori accidentali
    • Gini, Corrado. 1921. "Sull' interpolazione di una retta quando i valori variabile indipendente sono affetti da errori accidentali." Metron, 1(3): 63-82.
    • (1921) Metron , vol.1 , Issue.3 , pp. 63-82
    • Gini, C.1
  • 31
    • 0012956467 scopus 로고
    • Error-in-The-variables bias in nonlinear contexts
    • Griliches, Zvi, and Vidar Ringstad. 1970. "Error-in-the-Variables Bias in Nonlinear Contexts." Econometrica, 38(2): 368-70.
    • (1970) Econometrica , vol.38 , Issue.2 , pp. 368-370
    • Griliches, Z.1    Ringstad, V.2
  • 32
    • 0000858149 scopus 로고    scopus 로고
    • On the role of the propensity score in efficient semiparametric estimation of average treatment effects
    • Hahn, Jinyong. 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects." Econometrica, 66(2): 315-31. (Pubitemid 128467802)
    • (1998) Econometrica , vol.66 , Issue.2 , pp. 315-331
    • Hahn, J.1
  • 33
    • 45949121097 scopus 로고
    • Non-parametric analysis of a generalized regression model: The maximum rank correlation estimator
    • Han, Aaron K. 1987. "Non-Parametric Analysis of a Generalized Regression Model: The Maximum Rank Correlation Estimator." Journal of Econometrics, 35(2-3): 303-16.
    • (1987) Journal of Econometrics , vol.35 , Issue.2-3 , pp. 303-316
    • Han, A.K.1
  • 34
    • 0039740109 scopus 로고    scopus 로고
    • Mismeasured variables in econometric analysis: Problems from the right and problems from the left
    • Hausman, Jerry A. 2001. "Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left." Journal of Economic Perspectives, 15(4): 57-67.
    • (2001) Journal of Economic Perspectives , vol.15 , Issue.4 , pp. 57-67
    • Hausman, J.A.1
  • 35
    • 0007984413 scopus 로고    scopus 로고
    • Misclassification of the dependent variable in a discrete-response setting
    • PII S0304407698000153
    • Hausman, Jerry A., Jason Abrevaya, and F. M. Scott-Morton. 1998. "Misclassification of the Dependent Variable in a Discrete-Response Setting." Journal of Econometrics, 87(2): 239-69. (Pubitemid 128430148)
    • (1998) Journal of Econometrics , vol.87 , Issue.2 , pp. 239-269
    • Hausman, J.A.1    Abrevaya, J.2    Scott-Morton, F.M.3
  • 36
    • 44949273088 scopus 로고
    • Identification and estimation of polynomial errors-in-variables models
    • Hausman, Jerry A., Whitney K. Newey, Hidehiko Ichimura, and James L. Powell. 1991. "Identification and Estimation of Polynomial Errors-in-Variables Models." Journal of Econometrics, 50(3): 273-95.
    • (1991) Journal of Econometrics , vol.50 , Issue.3 , pp. 273-295
    • Hausman, J.A.1    Newey, W.K.2    Ichimura, H.3    Powell, J.L.4
  • 37
    • 0000018997 scopus 로고
    • Nonlinar errors in variables estimation of some engel curves
    • Hausman, Jerry A., Whitney K. Newey, and James L. Powell. 1995. "Nonlinar Errors in Variables Estimation of Some Engel Curves." Journal of Econometrics, 65(1): 205-33.
    • (1995) Journal of Econometrics , vol.65 , Issue.1 , pp. 205-233
    • Hausman, J.A.1    Newey, W.K.2    Powell, J.L.3
  • 38
    • 0141495120 scopus 로고    scopus 로고
    • Efficient estimation of average treatment effects using the estimated propensity score
    • Hirano, Keisuke, Guido W. Imbens, and Geert Ridder. 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score." Econometrica, 71(4): 1161-89.
    • (2003) Econometrica , vol.71 , Issue.4 , pp. 1161-1189
    • Hirano, K.1    Imbens, G.W.2    Ridder, G.3
  • 39
    • 0346343198 scopus 로고    scopus 로고
    • A simple estimator for nonlinear error in variable models
    • Hong, Han, and Elie Tamer. 2003. "A Simple Estimator for Nonlinear Error in Variable Models." Journal of Econometrics, 117(1): 1-19.
    • (2003) Journal of Econometrics , vol.117 , Issue.1 , pp. 1-19
    • Hong, H.1    Tamer, E.2
  • 40
    • 84974231669 scopus 로고
    • Testing a parametric model against a semiparametric alternative
    • Horowitz, Joel L., and Wolfgang Hardle. 1994. "Testing a Parametric Model against a Semiparametric Alternative." Econometric Theory, 10(5): 821-48.
    • (1994) Econometric Theory , vol.10 , Issue.5 , pp. 821-848
    • Horowitz, J.L.1    Hardle, W.2
  • 41
    • 0000555506 scopus 로고
    • Identification and robustness with contaminated and corrupted data
    • Horowitz, Joel L., and Charles F. Manski. 1995. "Identification and Robustness with Contaminated and Corrupted Data." Econometrica, 63(2): 281-302.
    • (1995) Econometrica , vol.63 , Issue.2 , pp. 281-302
    • Horowitz, J.L.1    Manski, C.F.2
  • 42
    • 0001343732 scopus 로고    scopus 로고
    • Semiparametric estimation of regression models for panel data
    • Horowitz, Joel L., and Marianthi Markatou. 1996. "Semiparametric Estimation of Regression Models for Panel Data." Review of Economic Studies, 63(1): 145-68. (Pubitemid 126458603)
    • (1996) Review of Economic Studies , vol.63 , Issue.1 , pp. 145-168
    • Horowitz, J.L.1    Markatou, M.2
  • 43
    • 0347419653 scopus 로고    scopus 로고
    • Bounding Causal Effects Using Data from a Contaminated Natural Experiment: Analysing the Effects of Teenage Childbearing
    • Hotz, V. Joseph, Charles H. Mullin, and Seth G. Sanders. 1997. "Bounding Causal Effects Using Data from a Contaminated Natural Experiment: Analysing the Effects of Teenage Childbearing." Review of Economic Studies, 64(4): 575-603. (Pubitemid 127466390)
    • (1997) Review of Economic Studies , vol.64 , Issue.4 , pp. 575-603
    • Hotz, V.J.1    Mullin, C.H.2    Sanders, S.G.3
  • 44
    • 0039308193 scopus 로고
    • Identification and estimation of dichotomous latent variables models using panel data
    • Hsiao, Cheng. 1991. "Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data." Review of Economic Studies, 58(4): 717-31.
    • (1991) Review of Economic Studies , vol.58 , Issue.4 , pp. 717-731
    • Hsiao, C.1
  • 45
    • 42749095324 scopus 로고    scopus 로고
    • Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution
    • Hu, Yingyao. 2008. "Identification and Estimation of Nonlinear Models with Misclassification Error Using Instrumental Variables: A General Solution." Journal of Econometrics, 144(1): 27-61.
    • (2008) Journal of Econometrics , vol.144 , Issue.1 , pp. 27-61
    • Hu, Y.1
  • 46
    • 37349115935 scopus 로고    scopus 로고
    • Instrumental variable treatment of nonclassical error models
    • Hu, Yingyao, and Susanne Schennach. 2008. "Instrumental Variable Treatment of Nonclassical Error Models." Econometrica, 76(1): 195-216.
    • (2008) Econometrica , vol.76 , Issue.1 , pp. 195-216
    • Hu, Y.1    Schennach, S.2
  • 47
    • 84868618617 scopus 로고    scopus 로고
    • Estimation of nonlinear models with mismeasured regressors using marginal information
    • Forthcoming
    • Hu, Yingyao, and Geert Ridder. Forthcoming. "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information." Journal of Applied Econometrics.
    • Journal of Applied Econometrics
    • Hu, Y.1    Ridder, G.2
  • 48
    • 38149145937 scopus 로고
    • Monotonicity of regression functions in structural measurement error models
    • Hwang, Gene T., and Leonard A. Stefanski. 1994. "Monotonicity of Regression Functions in Structural Measurement Error Models." Statistics & Probability Letters, 20(2): 113-16.
    • (1994) Statistics & Probability Letters , vol.20 , Issue.2 , pp. 113-116
    • Hwang, G.T.1    Stefanski, L.A.2
  • 51
    • 0001206095 scopus 로고
    • Consistent sets of estimates for regressions with errors in all variables
    • Klepper, Steven, and Edward E. Leamer. 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables." Econometrica, 52(1): 163-83.
    • (1984) Econometrica , vol.52 , Issue.1 , pp. 163-183
    • Klepper, S.1    Leamer, E.E.2
  • 52
    • 0034401133 scopus 로고    scopus 로고
    • Nonparametric significance testing
    • Lavergne, Pascal, and Quang Vuong. 2000. "Nonparametric Significance Testing." Econometric Theory, 16(4): 576-601.
    • (2000) Econometric Theory , vol.16 , Issue.4 , pp. 576-601
    • Lavergne, P.1    Vuong, Q.2
  • 53
    • 33847001017 scopus 로고
    • Estimation of linear and nonlinear errors-in-variables models using validation data
    • Lee, Lung-fei, and Jungsywan H. Sepanski. 1995. "Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data." Journal of the American Statistical Association, 90(429): 130-40.
    • (1995) Journal of the American Statistical Association , vol.90 , Issue.429 , pp. 130-140
    • Lee, L.-F.1    Sepanski, J.H.2
  • 54
    • 0001512586 scopus 로고    scopus 로고
    • Constructing instruments for regressions with measurement error when no additional data are available, with an application to patents and R&D
    • Lewbel, Arthur. 1997. "Constructing Instruments for Regressions with Measurement Error When No Additional Data Are Available, with an Application to Patents and R&D." Econometrica, 65(5): 1201-13. (Pubitemid 127465489)
    • (1997) Econometrica , vol.65 , Issue.5 , pp. 1201-1213
    • Lewbel, A.1
  • 55
    • 33847383333 scopus 로고    scopus 로고
    • Estimation of average treatment effects with misclassification
    • Lewbel, Arthur. 2007. "Estimation of Average Treatment Effects with Misclassification." Econometrica, 75(2): 537-51.
    • (2007) Econometrica , vol.75 , Issue.2 , pp. 537-551
    • Lewbel, A.1
  • 56
    • 0348198176 scopus 로고    scopus 로고
    • Robust and consistent estimation of nonlinear errors-in-variables models
    • Li, Tong. 2002. "Robust and Consistent Estimation of Nonlinear Errors-in-Variables Models." Journal of Econometrics, 110(1): 1-26.
    • (2002) Journal of Econometrics , vol.110 , Issue.1 , pp. 1-26
    • Li, T.1
  • 57
    • 0347985231 scopus 로고    scopus 로고
    • Robust estimation of generalized linear models with measurement errors
    • Li, Tong, and Cheng Hsiao. 2004. "Robust Estimation of Generalized Linear Models with Measurement Errors." Journal of Econometrics, 118(1-2): 51-65.
    • (2004) Journal of Econometrics , vol.118 , Issue.1-2 , pp. 51-65
    • Li, T.1    Hsiao, C.2
  • 58
    • 0001033643 scopus 로고    scopus 로고
    • Conditionally independent private information in OCS wildcat auctions
    • Li, Tong, Isabelle Perrigne, and Quang Vuong. 2000. "Conditionally Independent Private Information in OCS Wildcat Auctions." Journal of Econometrics, 98(1): 129-61.
    • (2000) Journal of Econometrics , vol.98 , Issue.1 , pp. 129-161
    • Li, T.1    Perrigne, I.2    Vuong, Q.3
  • 59
    • 0011702253 scopus 로고    scopus 로고
    • Nonparametric estimation of the measurement error model using multiple indicators
    • DOI 10.1006/jmva.1998.1741, PII S0047259X98917419
    • Li, Tong, and Quang Vuong. 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators." Journal of Multivariate Analysis, 65(2): 139-65. (Pubitemid 128343475)
    • (1998) Journal of Multivariate Analysis , vol.65 , Issue.2 , pp. 139-165
    • Li, T.1    Vuong, Q.2
  • 60
    • 0036004243 scopus 로고    scopus 로고
    • Nonparametric estimation with aggregated data
    • DOI 10.1017/S0266466602182089
    • Linton, Oliver, and Yoon-Jae Whang. 2002. "Nonparametric Estimation with Aggregated Data." Econometric Theory, 18(2): 420-68. (Pubitemid 36399958)
    • (2002) Econometric Theory , vol.18 , Issue.2 , pp. 420-468
    • Linton, O.1    Whang, Y.-J.2
  • 61
    • 33646365930 scopus 로고    scopus 로고
    • Identification and estimation of regression models with misclassification
    • DOI 10.1111/j.1468-0262.2006.00677.x
    • Mahajan, Aprajit. 2006. "Identification and Estimation of Regression Models with Misclassification." Econometrica, 74(3): 631-65. (Pubitemid 43667556)
    • (2006) Econometrica , vol.74 , Issue.3 , pp. 631-665
    • Mahajan, A.1
  • 63
    • 0035602684 scopus 로고    scopus 로고
    • Flexible simulated moment estimation of nonlinear errors-in-variables models
    • Newey, Whitney K. 2001. "Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models." Review of Economics and Statistics, 83(4): 616-27.
    • (2001) Review of Economics and Statistics , vol.83 , Issue.4 , pp. 616-627
    • Newey, W.K.1
  • 64
    • 29544434555 scopus 로고    scopus 로고
    • Precautionary saving and consumption fluctuations
    • DOI 10.1257/0002828054825556
    • Parker, Jonathan A., and Bruce Preston. 2005. "Precautionary Saving and Consumption Fluctuations." American Economic Review, 95(4): 1119-43. (Pubitemid 43015662)
    • (2005) American Economic Review , vol.95 , Issue.4 , pp. 1119-1143
    • Parker, J.A.1    Preston, B.2
  • 66
    • 0000255342 scopus 로고
    • Identifiability of a linear relation between variables which are subject to error
    • Reiersøl, Olav. 1950. "Identifiability of a Linear Relation between Variables Which Are Subject to Error." Econometrica, 18(4): 375-89.
    • (1950) Econometrica , vol.18 , Issue.4 , pp. 375-389
    • Reiersøl, O.1
  • 67
    • 45849122562 scopus 로고    scopus 로고
    • The econometrics of data combination
    • ed. James J. Heckman and Edward Leamer, Amsterdam and Oxford: Elsevier, North-Holland
    • Ridder, Geert, and Robert Moffitt. 2007. "The Econometrics of Data Combination." In Handbook of Econometrics, Volume 6B, ed. James J. Heckman and Edward Leamer, 5469-5548. Amsterdam and Oxford: Elsevier, North-Holland.
    • (2007) Handbook of Econometrics , vol.6 B , pp. 5469-5548
    • Ridder, G.1    Moffitt, R.2
  • 68
    • 0026708512 scopus 로고
    • Estimating exposure effects by modelling the expectation of exposure conditional on confounders
    • Robins, James M., Steven D. Mark, and Whitney K. Newey. 1992. "Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders." Biometrics, 48(2): 479-95.
    • (1992) Biometrics , vol.48 , Issue.2 , pp. 479-495
    • Robins, J.M.1    Mark, S.D.2    Newey, W.K.3
  • 69
    • 1642358194 scopus 로고    scopus 로고
    • Estimation of nonlinear models with measurement error
    • Schennach, Susanne M. 2004a. "Estimation of Nonlinear Models with Measurement Error." Econometrica, 72(1): 33-75.
    • (2004) Econometrica , vol.72 , Issue.1 , pp. 33-75
    • Schennach, S.M.1
  • 70
    • 9944239689 scopus 로고    scopus 로고
    • Nonparametric regression in the presence of measurement error
    • DOI 10.1017/S0266466604206028
    • Schennach, Susanne M. 2004b. "Nonparametric Regression in the Presence of Measurement Error." Econometric Theory, 20(6): 1046-93. (Pubitemid 39594142)
    • (2004) Econometric Theory , vol.20 , Issue.6 , pp. 1046-1093
    • Schennach, S.M.1
  • 71
    • 33846671881 scopus 로고    scopus 로고
    • Instrumental variable estimation of nonlinear errors-in-variables models
    • Schennach, Susanne M. 2007. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models." Econometrica, 75(1): 201-39.
    • (2007) Econometrica , vol.75 , Issue.1 , pp. 201-239
    • Schennach, S.M.1
  • 72
    • 38249001357 scopus 로고
    • Semiparametric quasilikelihood and variance function estimation in measurement error models
    • Sepanski, Jungsywan H., and Raymond J. Carroll. 1993. "Semiparametric Quasilikelihood and Variance Function Estimation in Measurement Error Models." Journal of Econometrics, 58(1-2): 223-56.
    • (1993) Journal of Econometrics , vol.58 , Issue.1-2 , pp. 223-256
    • Sepanski, J.H.1    Carroll, R.J.2
  • 73
    • 0000265348 scopus 로고
    • The limiting distribution of the maximum rank correlation estimator
    • Sherman, Robert P. 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator." Econometrica, 61(1): 123-37.
    • (1993) Econometrica , vol.61 , Issue.1 , pp. 123-137
    • Sherman, R.P.1
  • 74
    • 0035628688 scopus 로고    scopus 로고
    • Semi-parametric estimation in the nonlinear structural errors-in-variables model
    • Taupin, Marie-Luce. 2001. "Semi-parametric Estimation in the Nonlinear Structural Errors-in-Variables Model." Annals of Statistics, 29(1): 66-93.
    • (2001) Annals of Statistics , vol.29 , Issue.1 , pp. 66-93
    • Taupin, M.-L.1
  • 75
    • 21644445259 scopus 로고    scopus 로고
    • Estimation of nonlinear models with Berkson measurement errors
    • DOI 10.1214/009053604000000670
    • Wang, Liqun. 2004. "Estimation of Nonlinear Models with Berkson Measurement Errors." Annals of Statistics, 32(6): 2559-79. (Pubitemid 40936683)
    • (2004) Annals of Statistics , vol.32 , Issue.6 , pp. 2559-2579
    • Wang, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.