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Instrumental variable estimation in a probit measurement error model

โœ Scribed by J.S. Buzas; L.A. Stefanski


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
698 KB
Volume
55
Category
Article
ISSN
0378-3758

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We present an estimation algorithm for dynamic shock-error models (DSEM) given l-bit quantized noisy measurements of the input and output. The algorithm is called the binary series estimation algorithm (BSEA). BSEA is computationally inexpensive, since it involves counting the number of occurrences