We present new results on parameter bounds for regression models with errors-in-variables. In particular, we show that the required conditions for the validity of the parameter bounds identify by Koopmans, Reiersol and others, can be fulfilled in cases where the measurement errors for different...

The very unfavourable effects of errors in the variables on the estimation of autoregressive linear regression models with autocorrelated disturbances, are first recalled. Then, the properties of estimators using shifted exogenous variables as instruments are analyzed, for large samples as well...