Hsiao (1989, J. Econometrics 41, 159-185) proposes a minimum distance estimator in estimating the structural nonlinear errors-in-varaibles models. We propose a simulated minimum distance estimator that is consistent and resolves the computational di culty involved in the minimum distance estimator.
✦ LIBER ✦
A characterization of random variables with minimum L2-distance
✍ Scribed by L Rüschendorf; S.T Rachev
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 320 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0047-259X
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