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Panel data based on various longitudinal surveys have become ubiquitous in economics in recent years. Estimation using the analysis of covariance approach allows for control of various "individual effects" by estimation of the relevant relationships from the "within" dimension of the data. Quite often, however, the "within" results are unsatisfactory, "too low" and insignificant. Errors of measurement in the independent variables whose relative importance gets magnified in the within dimension are often blamed for this outcome. However, the standard errors-in-variables model has not been applied widely, partly because in the usual micro data context it requires extraneous information to identify the parameters of interest. In the panel data context a variety of errors-in-variables models may be identifiable and estimable without the use of external instruments. We develop this idea and illustrate its application in a relatively simple but not uninteresting case: the estimation of "labor demand" relationships, also known as the "short run increasing returns to scale" puzzle.
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Stochastic processes --- Parameter estimation --- Estimation d'un paramètre --- Processus stochastiques --- Estimation d'un paramètre
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Sequential analysis --- Statistics. --- Mathematics. --- Sequential analysis. --- Mathematic --- Mathematical statistics --- Statistical decision --- Statistics as topic. --- Statistics as Topic. --- Area Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Statistical --- Study, Statistical --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Statistics as Topic --- Statistics --- Mathematics --- Analyse séquentielle
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Estimation theory. --- Martingales (Mathematics). --- Stochastic integrals.
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Mesure --- Modele deterministe --- Estimation de parametres --- Ajustement
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Probability theory --- Statistics as Topic. --- 519.22 --- Mathematical statistics --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Area Analysis --- Correlation Studies --- Correlation Study --- Correlation of Data --- Data Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Data --- Analyses, Multiple Classification --- Analysis, Area --- Analysis, Data --- Analysis, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Data Analyses --- Data Correlation --- Data Correlations --- Estimation Technic --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Correlation --- Studies, Statistical --- Study, Correlation --- Study, Statistical --- Technic, Estimation --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Statistical theory. Statistical models. Mathematical statistics in general --- Statistical methods --- 519.22 Statistical theory. Statistical models. Mathematical statistics in general --- Statistics as Topic
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Anthropology, Physical. --- Statistics as Topic. --- Physical anthropology --- -Biological anthropology --- Somatology --- Anthropology --- Human biology --- Area Analysis --- Correlation Studies --- Correlation Study --- Correlation of Data --- Data Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Data --- Analyses, Multiple Classification --- Analysis, Area --- Analysis, Data --- Analysis, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Data Analyses --- Data Correlation --- Data Correlations --- Estimation Technic --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Correlation --- Studies, Statistical --- Study, Correlation --- Study, Statistical --- Technic, Estimation --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Physical Anthropology --- Statistical methods --- -Congresses --- -Statistical methods --- Anthropology, Physical --- Biological anthropology --- Statistics as Topic --- PALEONTOLOGIE ANIMALE --- VERTEBRES --- HOMINIDES --- MATHEMATIQUES (SCIENCES DE LA TERRE)
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Mathematical statistics --- Social sciences --- Sciences sociales --- Statistical methods --- Méthodes statistiques --- Ranking and selection (Statistics) --- Sociometric Techniques. --- Statistics as Topic. --- -Behavioral sciences --- Human sciences --- Sciences, Social --- Social science --- Social studies --- Civilization --- Selection and ranking (Statistics) --- Order statistics --- Area Analysis --- Correlation Studies --- Correlation Study --- Correlation of Data --- Data Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Data --- Analyses, Multiple Classification --- Analysis, Area --- Analysis, Data --- Analysis, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Data Analyses --- Data Correlation --- Data Correlations --- Estimation Technic --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Correlation --- Studies, Statistical --- Study, Correlation --- Study, Statistical --- Technic, Estimation --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Sociometric Technics --- Sociometric Technic --- Sociometric Technique --- Technic, Sociometric --- Technics, Sociometric --- Technique, Sociometric --- Techniques, Sociometric --- Statistics as Topic --- Statistical methods. --- -Statistical methods --- Ranking and selection (Statistics). --- Méthodes statistiques --- Sociometric Techniques
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Mathematical statistics --- Statistics as Topic --- AUTOMATIC DATA PROCESSING --- Data processing --- Automatic Data Processing. --- Statistics as Topic. --- -519.2 --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Area Analysis --- Correlation Studies --- Correlation Study --- Correlation of Data --- Data Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Data --- Analyses, Multiple Classification --- Analysis, Area --- Analysis, Data --- Analysis, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Data Analyses --- Data Correlation --- Data Correlations --- Estimation Technic --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Correlation --- Studies, Statistical --- Study, Correlation --- Study, Statistical --- Technic, Estimation --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Information Processing --- Bar Codes --- Computer Data Processing --- Data Processing, Automatic --- Electronic Data Processing --- Information Processing, Automatic --- Optical Readers --- Automatic Information Processing --- Bar Code --- Code, Bar --- Codes, Bar --- Data Processing, Computer --- Data Processing, Electronic --- Optical Reader --- Processing, Automatic Data --- Processing, Automatic Information --- Processing, Computer Data --- Processing, Electronic Data --- Processing, Information --- Reader, Optical --- Readers, Optical --- Computers --- Probability. Mathematical statistics --- Statistical methods --- Data processing. --- 519.2 Probability. Mathematical statistics --- Automatic Data Processing --- 519.2 --- Mathematical statistics - Data processing
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