{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,26]],"date-time":"2026-10-26T04:17:27Z","timestamp":1792988247513,"version":"4.5.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2002,5,15]],"date-time":"2002-05-15T00:00:00Z","timestamp":1021420800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,6]]},"abstract":"<jats:p>We consider a multiple mismeasured regressor errors-in-variables \nmodel where the measurement and equation errors are independent \nand have moments of every order but otherwise are arbitrarily \ndistributed. We present parsimonious two-step generalized method \nof moments (GMM) estimators that exploit overidentifying \ninformation contained in the high-order moments of residuals \nobtained by \u201cpartialling out\u201d perfectly measured \nregressors. Using high-order moments requires that the GMM \ncovariance matrices be adjusted to account for the use of estimated \nresiduals instead of true residuals defined by population \nprojections. This adjustment is also needed to determine the \noptimal GMM estimator. The estimators perform well in Monte \nCarlo simulations and in some cases minimize mean absolute error \nby using moments up to seventh order. We also determine the \ndistributions for functions that depend on both a GMM estimate \nand a statistic not jointly estimated with the GMM estimate.<\/jats:p>","DOI":"10.1017\/s0266466602183101","type":"journal-article","created":{"date-parts":[[2002,12,11]],"date-time":"2002-12-11T22:13:26Z","timestamp":1039644806000},"page":"776-799","source":"Crossref","is-referenced-by-count":307,"title":["TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL \nUSING HIGH-ORDER MOMENTS"],"prefix":"10.1017","volume":"18","author":[{"given":"Timothy","family":"Erickson","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Toni M.","family":"Whited","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,5,15]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602183101","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,4]],"date-time":"2019-04-04T19:50:54Z","timestamp":1554407454000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602183101\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,5,15]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2002,6]]}},"alternative-id":["S0266466602183101"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602183101","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,5,15]]}}}