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A Note on Errors‐in‐Variables in Panel Data
Author(s) -
Mauldin Patrick D.
Publication year - 1992
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710340816
Subject(s) - statistics , econometrics , mathematics , computer science
This Note expands the difference estimator developed by GRILICHES and HAUSMAN (1986) to the case of many independent variables, all having errors‐in‐variables.