暂时找不到工具变量的另外思路异方差条件下

UsingHeteroscedasticitytoIdentifyandEstimateMismeasuredandEndogenousRegressorModels

ArthurLEWBEL

DepartmentofEconomics,BostonCollege,CommonwealthAvenue,ChestnutHill,MA

(lewbel

bc.edu)

Thisarticleproposesanewmethodofobtainingidentificationinmismeasuredregressormodels,triangularsystems,andsimultaneousequationsystems.Themethodmaybeusedinapplicationswhereothersourcesofidentification,suchasinstrumentalvariablesorrepeatedmeasurements,arenotavailable.Associatedestimatorstaketheformoftwo-stageleastsquaresorgeneralizedmethodofmoments.Identification

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