3 papers
econ.GN2020
NISE Estimation of an Economic Model of Crime
Eric Blankmeyer
An economic model of crime is used to explore the consistent estimation of a simultaneous linear equation without recourse to instrumental variables. A maximum-likelihood procedure…
econ.EM2018
Measurement Errors as Bad Leverage Points
Eric Blankmeyer
Errors-in-variables is a long-standing, difficult issue in linear regression; and progress depends in part on new identifying assumptions. I characterize measurement error as bad-l…
math.ST2017
Simultaneous-equation Estimation without Instrumental Variables
Eric Blankmeyer
For a single equation in a system of linear equations, estimation by instrumental variables is the standard approach. In practice, however, it is often difficult to find valid inst…