Kotlarski with a factor loading

DOI10.1016/j.jeconom.2020.12.012OpenAlexW3166340493MaRDI QIDQ2673201

Arthur Lewbel

Publication date: 9 June 2022

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

Full work available at URL: http://fmwww.bc.edu/EC-P/wp1001.pdf

zbMATH Keywords

deconvolutionmeasurement errorfactor modelsKotlarski

Mathematics Subject Classification ID

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

Cites Work

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• Estimating the Technology of Cognitive and Noncognitive Skill Formation
• Nonparametric estimation of the measurement error model using multiple indicators.
• On characterizing the gamma and the normal distribution
• SOME EXTENSIONS OF A LEMMA OF KOTLARSKI
• Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics
• Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
• TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
• Identifiability of a Linear Relation between Variables Which Are Subject to Error

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