Estimating structural and functional relationships

P. A. P. Moran

Journal of Multivariate Analysis, 1971, vol. 1, issue 2, 232-255

Abstract: This paper surveys the problem of estimating a linear relationship between variables which are observed with error. These are either fixed variables (functional relationship) or random variables (structural relationship). After considering various conditions for identifiability, estimation methods are surveyed in various cases when additional information is available, including Wald's method, the use of instrumental variates, and the case of more than two variables. The paper concludes with a list of unsolved problems.

Keywords: Errors-in-variable; model; functional; relationships; structural; relationships; identification; problem; Wald's; method; incidental; parameters; instrumental; variates; multivariate; analysis (search for similar items in EconPapers)
Date: 1971
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Citations: View citations in EconPapers (11)

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