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Cheng, Chi-Lun and Schneeweiß, Hans (2001): On the Polynomial Measurement Error Model. Collaborative Research Center 386, Discussion Paper 259 [PDF, 285kB]

Abstract

This paper discusses point estimation of the coefficients of polynomial measurement error (errors-in-variables) models. This includes functional and structural models. The connection between these models and total least squares (TLS) is also examined. A compendium of existing as well as new results is presented.

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