English, Article, Journal or magazine article edition: A Note on Measurement Error and Euler Equations: An Alternative to Log-Linear Approximations Eva Ventura

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Bookmark: http://trove.nla.gov.au/version/154568
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • A Note on Measurement Error and Euler Equations: An Alternative to Log-Linear Approximations
Author
  • Eva Ventura
Physical Description
  • preprint
Notes
  • Empirical research based on panel data has to pay special attention to measurement errors. Utility maximization often yields nonlinear decision rules in which measurement errors enter in a multiplicative way. The usual strategy to deal with them consists of taking log-linear approximations of the equations to estímate. The expression to be estimated then includes a new error component and the estimators could be biased and inconsistent. We describe one particular parameterization that avoids linearizing the equation we want to estimate.
  • Panel, Euler equations, Measurement error, GMM
  • RePEc:wpa:wuwpgt:0312004
  • RePEc:upf:upfgen:31
Language
  • English
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