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