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Errors-in-variables models
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#	Item
71	Package ‘psgp’ July 2, 2014 Version 0.3-6 Date 2014-05-08 Title Projected Spatial Gaussian Process (psgp) methods Author Ben Ingram , Remi Barillec Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-07-02 16:08:35 Variogram Maximum likelihood Gaussian process Variance Covariance function Interpolation Errors-in-variables models Estimation theory Statistics Geostatistics Kriging
72	Imbens/Wooldridge, Lecture Notes 4, Summer ’07 What’s New in Econometrics? NBER, Summer 2007 Lecture 4, Monday, July 30th, [removed]pm Nonlinear Panel Data Models Add to Reading List Source URL: www.nber.org Language: English - Date: 2007-07-27 10:47:49 Estimation theory Fixed effects model Endogeneity Normal distribution Linear regression Errors-in-variables models Statistics Regression analysis Econometrics
73	MEASUREMENT ERROR MODELS XIAOHONG CHEN and HAN HONG and DENIS NEKIPELOV1 Key words: Linear or nonlinear errors-in-variables models, classical or nonclassical measurement errors, attenuation bias, instrumental variables, Add to Reading List Source URL: www.stanford.edu Language: English - Date: 2010-12-02 19:46:20 Statistical models Estimation theory Simultaneous equation methods Errors-in-variables models Linear regression Instrumental variable Least squares Regression dilution Linear model Statistics Regression analysis Econometrics
74	The Econometrics of Data Combination Geert Ridder Department of Economics, University of Southern California, Los Angeles E-mail: [removed] Add to Reading List Source URL: www.econ2.jhu.edu Language: English - Date: 2007-10-04 13:19:45 Statistical dependence Econometrics Covariance and correlation Errors-in-variables models Variance Normal distribution Sample Correlation and dependence Multivariate normal distribution Statistics Data analysis Probability theory
75	Journal of Machine Learning Research[removed]2386 Submitted 8/08; Revised 8/09; Published 8/10 High-dimensional Variable Selection with Sparse Random Projections: Measurement Sparsity and Statistical Efficiency Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2010-09-05 23:01:46 Gaussian measure Linear regression Errors-in-variables models Normal distribution Statistics Econometrics Regression analysis
76	ESTIMATION METHOD 11: Cumulative Distribution Function and Variance for Proportion of a Resource; Simulation-Extrapolation Method 1 Scope and Application This report describes an estimation procedure called Simulation-Ex Add to Reading List Source URL: www.epa.gov Language: English - Date: 2011-04-06 12:35:33 Estimator Bias of an estimator Variance Normal distribution Regression analysis Least squares Resampling Errors-in-variables models Gauss–Markov theorem Statistics Statistical inference Estimation theory
77	Microsoft Word - MultiSkew All20100414.docx Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2010-04-15 16:37:08 Integral calculus Multivariable calculus Normal distribution Cumulant Multiple integral Moment-generating function Moment Errors-in-variables models Μ operator Mathematical analysis Probability theory Mathematics
78	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-04-09 09:11:12 Statistical models Estimation theory Parametric statistics Linear regression Ordinary least squares Errors-in-variables models Regression dilution Moderation Instrumental variable Statistics Regression analysis Econometrics
79	P1: Dhirendra Samal (GJE) OJ005-04 December 24, [removed]:29 Add to Reading List Source URL: gking.harvard.edu Language: English - Date: 2013-02-04 23:36:28 Linear regression Errors-in-variables models Local regression Monte Carlo method Confidence interval Least squares Regression dilution Numerical analysis Statistics Regression analysis Econometrics
80	Federal Reserve Bank of Chicago A Note on the Estimation of Linear Regression Models with Heteroskedastic Measurement Errors Add to Reading List Source URL: chicagofed.org Language: English - Date: 2009-12-20 12:31:36 Estimation theory Parametric statistics Statistical inference Errors-in-variables models Ordinary least squares Linear regression Efficient estimator Estimator Variance Statistics Regression analysis Econometrics

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