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.
โฆ LIBER โฆ
Minimum distance estimation of the errors-in-variables model using linear cumulant equations
โ Scribed by Erickson, Timothy; Jiang, Colin Huan; Whited, Toni M.
- Book ID
- 124130386
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 407 KB
- Volume
- 183
- Category
- Article
- ISSN
- 0304-4076
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