Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors

DOI10.1016/j.jeconom.2020.09.014OpenAlexW3169540601MaRDI QIDQ2074591

Ji-Liang Shiu, Susanne M. Schennach, Yingyao Hu

Publication date: 10 February 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.09.014

zbMATH Keywords

spectral decompositionnonparametric regressionnonparametric identificationnonclassical measurement errorsieve maximum likelihood estimation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

Bandwidth selection for nonparametric regression with errors-in-variables ⋮ Genericity of the completeness condition with constrained instruments

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