JOURNAL ARTICLE
Estimation of varying coefficient models with measurement error
Hao DongTaisuke OtsuLuke Taylor
Year: 2021 Journal: Journal of Econometrics Vol: 230 (2)Pages: 388-415 Publisher: Elsevier BV
Keywords:
Estimator Mathematics Nonparametric statistics Observational error Semiparametric regression Deconvolution Econometrics Curse of dimensionality Errors-in-variables models Statistics Applied mathematics
Metrics
8
Cited By
1.54
FWCI (Field Weighted Citation Impact)
72
Refs
0.88
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Economic theories and models
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Related Documents
JOURNAL ARTICLE
Time-varying coefficient models and measurement error
Journal: Elektronische Hochschulschriften der LMU München (Ludwig-Maximilians-Universität München) Year: 2007
JOURNAL ARTICLE
Estimation of functional-coefficient autoregressive models with measurement error
Journal: Journal of Multivariate Analysis Year: 2022 Vol: 192 Pages: 105077-105077
JOURNAL ARTICLE
Estimation and inference for varying-coefficient regression models with error-prone covariates
Yongqing XuXiaoli LiGemai Chen
Journal: Journal of Systems Science and Complexity Year: 2014 Vol: 27 (6)Pages: 1263-1285
JOURNAL ARTICLE
Nonparametric estimation of varying coefficient error-in-variable models with validation sampling
Yazhao LvRiquan ZhangZhensheng Huang
Journal: Journal of Statistical Planning and Inference Year: 2011 Vol: 141 (10)Pages: 3323-3344
JOURNAL ARTICLE
Estimation for varying coefficient partially nonlinear models with distorted measurement errors
Journal: Journal of the Korean Statistical Society Year: 2018 Vol: 48 (1)Pages: 117-133