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GMM Estimators for Linear Regression Models with Errors in the Variables.. (1994). Dagenais, D. L..
In: Cahiers de recherche.
RePEc:mtl:montde:9404.

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  1. Does Illiquidity Matter? An Errors-in-Variables Perspective/¿Es importante la iliquidez? Un análisis desde el enfoque de errores en variables. (2018). Racicot, François-Éric ; Rentz, William F.
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:36_1_17.

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  2. Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables. (2017). Racicot, François-Éric ; Kahl, Alfred L ; Rentz, William F.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:23:y:2017:i:1:d:10.1007_s11294-016-9620-x.

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  3. Optimally weighting higher-moment instruments to deal with measurement errors in financial return models. (2012). Racicot, François-Éric ; Theoret, Raymond .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:14:p:1135-1146.

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  4. Errors in Variables and the Empirics of Economic Growth. (2005). Arcand, Jean-Louis ; Dagenais, Marcel .
    In: Working Papers.
    RePEc:cdi:wpaper:841.

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  5. Higher moment estimators for linear regression models with errors in the variables. (1997). DAGENAIS, Denyse L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:76:y:1997:i:1-2:p:193-221.

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  6. On the Game-Theoretic Structure of Public-Good Economies.. (1995). Sprumont, Yves.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9519.

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  7. Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority.. (1995). MARGOLIS, David.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9502.

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  8. Higher Moment Estimators for Linear Regression Models With Errors in the Variables. (1995). DAGENAIS, Denyse L..
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-13.

    Full description at Econpapers || Download paper

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