Correlated Errors-in-Variables, too Few Instrumental Variables, and Bounds on Parameters

Tor Klette and Y. Willassen

Memorandum from Oslo University, Department of Economics

Abstract: We present new results on parameter bounds for regression models with errors-in-variables. In particular, we show that the required conditions for the validity of the parameter bounds identify by Koopmans, Reiersol and others, can be fulfilled in cases where the measurement errors for different regressors are correlated.

Keywords: INSTRUMENTAL VARIABLES; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C13 C29 C43 (search for similar items in EconPapers)
Pages: 29 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:hhs:osloec:1996_030

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