Arbeitspapier
Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach
In the general linear errors-in-variables model the main results have been derived under the assuption that the measurement errors are uncorrelated. However, as recognized by Bekker, Kapteyn and Wansbeek (BKW) (1997) and Lach (1993) this is often a problematic assumption to maintain in empirical applications since quite trivial variable transformations will often create correlation between the errors.
- Language
-
Englisch
- Bibliographic citation
-
Series: Memorandum ; No. 06/1998
- Classification
-
Wirtschaft
Econometric and Statistical Methods and Methodology: General
- Subject
-
econometrics
models
measurement
- Event
-
Geistige Schöpfung
- (who)
-
Willasen, Y.
- Event
-
Veröffentlichung
- (who)
-
University of Oslo, Department of Economics
- (where)
-
Oslo
- (when)
-
1998
- Handle
- Last update
-
10.03.2025, 11:41 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Willasen, Y.
- University of Oslo, Department of Economics
Time of origin
- 1998
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