Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors

In this paper we consider a weighted harmonic mean of two inconsistent estimators to propose a new estimator of the coefficient of a linear regression model with measurement errors. The proposed estimator is simple and it does not depend on any unknown quantity. The approximate bias and MSE of the estimator are derived. Further, an empirical application is also presented.

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Year of publication:	2001
Authors:	Ullah, Aman ; Shalabh ; Mukherjee, Debasri
Published in:	Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 2.2001, 1, 12, p. 249-264
Publisher:	China Economics and Management Academy
Subject:	Measurement Error \| Replicated data \| Nonnormal erros \| Estimation

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

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