Measurement errors and censored structural latent variables models

We consider censored structural latent variables models where some exogenous variables are subject to additive measurement errors. We demonstrate that overidentification conditions can be exploited to provide natural instruments for the variables measured with errors, and we propose a two-stage e...

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Bibliographic Details
Main Authors: Chen, Songnian., Hsiao, Cheng., Wang, Liqun.
Other Authors: School of Humanities and Social Sciences
Format: Article
Language:English
Published: 2013
Online Access:https://hdl.handle.net/10356/98269
http://hdl.handle.net/10220/13246
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Institution: Nanyang Technological University
Language: English