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Convergence in distribution of minimum-distance estimators

โœ Scribed by E. Bolthausen


Publisher
Springer
Year
1977
Tongue
English
Weight
433 KB
Volume
24
Category
Article
ISSN
0026-1335

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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.