Measurement errors and censored structural latent variables models

• المؤلفون الرئيسيون: Chen, Songnian., Hsiao, Cheng., Wang, Liqun.
• مؤلفون آخرون: School of Humanities and Social Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/98269; http://hdl.handle.net/10220/13246

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...