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Robust and consistent estimation of nonlinear errors-in-variables models

✍ Scribed by Tong Li


Book ID
108432647
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
230 KB
Volume
110
Category
Article
ISSN
0304-4076

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✍ Tong Li πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 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.