Chapter

Error in Variables

Manuel Arellano

in Panel Data Econometrics

Published in print June 2003 | ISBN: 9780199245284
Published online July 2005 | e-ISBN: 9780191602481 | DOI: http://dx.doi.org/10.1093/0199245282.003.0004

Series: Advanced Texts in Econometrics

 							Error in Variables

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This chapter analyses the standard regression model with errors in variables. It covers measurement error bias and unobserved heterogeneity bias, instrumental variable estimation with panel data. It presents estimates from Bover and Watson (2000) concerning economies of scale in a firm money demand equation.

Keywords: standard regression model; error in variables; measurement error bias; economies of scale

Chapter.  3424 words. 

Subjects: Econometrics and Mathematical Economics

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