Generalized method of moments estimation of errors-in-variables in dynamic models
Measurement error is pervasive in survey data. Its existence in the explanatory variables violates basic assumption in regression model which lead to biased and inconsistent Ordinary Least Squares (OLS) estimates. Instrumental variables estimation is typically used to address the problem, which pave...
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| Format: | Thesis |
| Language: | English |
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2006.
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