Summary
An estimator for the parameters of the nonlinear errors-in-variables model with smaller bias than that of the functional maximum likelihood estimator is presented. The estimator is a least squares estimator with an internal Monte Carlo adjustment for bias.
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© 1998 Physica-Verlag Heidelberg
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Fuller, W.A. (1998). Estimation for the Nonlinear Errors-in-Variables Model. In: Galata, R., Küchenhoff, H. (eds) Econometrics in Theory and Practice. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-47027-1_2
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DOI: https://doi.org/10.1007/978-3-642-47027-1_2
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-642-47029-5
Online ISBN: 978-3-642-47027-1
eBook Packages: Springer Book Archive