Measurement error and latent variables in econometrics
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Introduction. Regression and Measurement Error. Bounds on the Parameters. Identification. Consistent Adjusted Least Squares. Instrumental Variables. Factor Analysis and Related Methods. Structural Equation Models. Generalized Method of Moments. Model Evaluation. Nonlinear Latent Variable Models. Appendix A. Matrices, Statistics, and Calculus. Appendix B. The Chi-Square Distribution.