Measurement errors and censored structural latent variables models

• Main Authors: Chen, Songnian., Hsiao, Cheng., Wang, Liqun.
• 其他作者: School of Humanities and Social Sciences
• 格式: Article
• 語言: English
• 出版: 2013
• 在線閱讀: 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...