Robust and consistent estimation of nonlinear errors-in-variables models
β 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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π SIMILAR VOLUMES
For systems described by algebraic or differential equation models where all variables are subject to error, the error-in-variables method (EVM) for parameter estimation has been shown to be superior to standard least-squares techniques. Previous EVM algorithms were developed assuming linear (or lin
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.