Abstract
Consider the simple errors-in-the-variables model
where (x t , y t ), t = 1,2,..., are the only observable variables, for which a sample t = 1,..., T is given. (v t , w t ) are idd random variables distributed independently of (ξ1, ξ2,...) with expectation zero and with variances σ 2υ and σ 2ω .
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Schneeweiß, H. (1982). A Simple Regression Model with Trend and Error in the Exogenous Variable. In: Deistler, M., Fürst, E., Schwödiauer, G. (eds) Games, Economic Dynamics, and Time Series Analysis. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-41533-7_21
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DOI: https://doi.org/10.1007/978-3-662-41533-7_21
Publisher Name: Physica, Heidelberg
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