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Linear errors-in-variables models: Some performance tests on the polynomial IV estimator

✍ Scribed by Tran Van Hoa


Book ID
116100357
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
177 KB
Volume
25
Category
Article
ISSN
0165-1765

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This paper studies a semi-linear errors-in-variables model of the form Y i = x$ i ;+ g(T i )+e i , X i =x i +u i (1 i n). The estimators of parameters ;, \_ 2 and of the smooth function g are derived by using the nearest neighbor-generalized least square method. Under some weak conditions, it is sho