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Statistics / Estimation theory / Statistical inference / Statistical theory / Regression analysis / Statistical models / Estimator / Variance / Errors-in-variables models / Consistent estimator / Correlation and dependence / Endogeneity
Date: 2009-01-27 08:15:31
Statistics
Estimation theory
Statistical inference
Statistical theory
Regression analysis
Statistical models
Estimator
Variance
Errors-in-variables models
Consistent estimator
Correlation and dependence
Endogeneity

Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006

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