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Measurement Error and Latent Variables in Econometrics

Om Measurement Error and Latent Variables in Econometrics

Discusses various aspects of the well-known inconsistency that arises when explanatory variables in a linear regression model are measured with error. This book shows that the inconsistency is not accidental but fundamental. It also talks about an embedding of the regression equation with measurement error in a multiple equations setting.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780444881007
  • Format:
  • Inbunden
  • Sidor:
  • 454
  • Utgiven:
  • 8. december 2000
  • Mått:
  • 234x156x25 mm.
  • Vikt:
  • 840 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 4. april 2025

Beskrivning av Measurement Error and Latent Variables in Econometrics

Discusses various aspects of the well-known inconsistency that arises when explanatory variables in a linear regression model are measured with error. This book shows that the inconsistency is not accidental but fundamental. It also talks about an embedding of the regression equation with measurement error in a multiple equations setting.

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