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A simple estimator for nonlinear error in variable models

โœ Scribed by Han Hong; Elie Tamer


Book ID
108432680
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
207 KB
Volume
117
Category
Article
ISSN
0304-4076

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๐Ÿ“œ SIMILAR VOLUMES


Estimation of nonlinear errors-in-variab
โœ Tong Li ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 75 KB

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.