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

Tong Li

Statistics & Probability Letters, 2000, vol. 47, issue 3, 243-248

Abstract: 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.

Keywords: Structural; models; Consistency (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (6)

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