Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/90802
Authors: 
Willasen, Y.
Year of Publication: 
1998
Series/Report no.: 
Memorandum, Department of Economics, University of Oslo 06/1998
Abstract: 
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.
Subjects: 
econometrics
models
measurement
JEL: 
C10
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.