Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/61757 
Year of Publication: 
1999
Series/Report no.: 
SFB 373 Discussion Paper No. 1999,104
Publisher: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
Abstract: 
Considering partially linear single-index errors-in-variables model which can be described as Y = n(X T a) + ZT ßo + e when the Z' s are measured with additive errors. The general estimators established in literature are biased when ignoring the measurement errors. We proposed two estimators in this setting. Their theoretical properties were derived and compared.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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