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

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.

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Year of publication:	2000
Authors:	Li, Tong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 47.2000, 3, p. 243-248
Publisher:	Elsevier
Subject:	Structural models Consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223952