Higher moment estimators for linear regression models with errors in the variables

1997/01/01 by M.G. Dagenais, Marcel G. Dagenais, Denyse L. Dagenais · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic Growth and Productivity #Efficiency Analysis Using DEA #Monetary Policy and Economic Impact

paper · doi:10.1016/0304-4076(95)01789-5

crossref issued 1997/01/01 · crossref published 1997/01/01 · crossref published-print 1997/01/01 · openalex publication_date 1997/01/01 · crossref created 2003/04/23 · crossref deposited 2019/04/22 · openalex created_date 2025/10/10 · crossref indexed 2026/03/28 · openalex updated_date 2026/07/23

Citations

• Large Sample Properties of Generalized Method of Moments Estimators
• Specification Tests in Econometrics
• A Contribution to the Empirics of Economic Growth

Cited by

• TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
• IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES
• Errors-in-variables model [wikipedia]