Theoretical properties of two estimators in partially linear single-index measurement error models

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.

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Year of publication:	1999
Authors:	Liang, Hua ; Wang, Naisyin
Publisher:	Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

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Series:	SFB 373 Discussion Paper ; 1999,104
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	722926464 [GVK] hdl:10419/61757 [Handle] RePEc:zbw:sfb373:1999104 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010310034