Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator

被引：6

作者：

Li, T ^{[1
]}

机构：

[1] Indiana Univ, Dept Econ, Bloomington, IN 47405 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 47卷 / 03期

关键词：

structural models; consistency;

D O I：

10.1016/S0167-7152(99)00161-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 difficulty involved in the minimum distance estimator. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：243 / 248

页数：6

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