Handling the measurement error problem by means of panel data: Moment methods applied on firm data



Klepper, S., and Leamer, E. (1984): Consistent Sets of Estimates for Regressions
with Errors in All Variables.
Econometrica, 52, 163-183.

McCabe, B., and Tremayne, A. (1993): Elements of Modern Asymptotic Theory
with Statistical Applications
. Manchester: Manchester University Press.

Nelson, C.R., and Startz, R. (1990): Some Further Results on the Exact Small
Sample Properties of the Instrumental Variable Estimator.
Econometrica, 58,
967-976.

Newey, W.K. (1985): Generalized Method of Moments Specification Testing. Jour-
nal of Econometrics
, 29, 229-256.

Reiers0l, O. (1950): Identifiability of a Linear Relation Between Variables which
are Subject to Error.
Econometrica, 18, 375-389.

Staiger, D., and Stock, J.H. (1997): Instrumental Variables Regression With Weak
Instruments.
Econometrica, 65, 557-586.

Stigum, B. (1995): Theory-Data Confrontations in Economics. Dialogue, 34, 581-
604.

Wansbeek, T.J. (2001): GMM Estimation in Panel Data Models with Measure-
ment Error.
Journal of Econometrics, 104, 259-268.

Wansbeek, T.J., and Koning, R.H. (1991): Measurement Error and Panel Data.
Statistica Neerlandica, 45, 85-92.

White, H. (1982): Instrumental Variables Regression with Independent Observa-
tions.
Econometrica, 50, 483-499.

White, H. (1984): Asymptotic Theory for Econometricians. Orlando: Academic
Press.

33



More intriguing information

1. THE RISE OF RURAL-TO-RURAL LABOR MARKETS IN CHINA
2. Death as a Fateful Moment? The Reflexive Individual and Scottish Funeral Practices
3. The name is absent
4. Constrained School Choice
5. Response speeds of direct and securitized real estate to shocks in the fundamentals
6. The name is absent
7. A Regional Core, Adjacent, Periphery Model for National Economic Geography Analysis
8. Une nouvelle vision de l'économie (The knowledge society: a new approach of the economy)
9. Handling the measurement error problem by means of panel data: Moment methods applied on firm data
10. Modelling Transport in an Interregional General Equilibrium Model with Externalities