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Estimation of Structural Nonlinear Errors-in-Varibles Models by Simulated Least-Squares Method

โœ Scribed by Cheng Hsiao; Q. Kevin Wang


Book ID
108563744
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
161 KB
Volume
41
Category
Article
ISSN
0020-6598

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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.