ON METHODS OF INSTRUMENTAL VARIABLES FOR ESTIMATION IN MODELS WITH ERRORS IN VARIABLES
โ Scribed by T. V. S. Ramamohan Rao
- Book ID
- 111044082
- Publisher
- John Wiley and Sons
- Year
- 1969
- Tongue
- English
- Weight
- 257 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0026-1386
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
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