SOME EXTENSIONS OF A LEMMA OF KOTLARSKI

DOI10.1017/S0266466611000831zbMath1419.60013OpenAlexW2075872732WikidataQ124935443 ScholiaQ124935443MaRDI QIDQ2909254

Kirill S. Evdokimov, Halbert White

Publication date: 30 August 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466611000831

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Statistical methods; economic indices and measures (91B82)

Related Items (15)

ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS ⋮ Semiparametric identification of the bid-ask spread in extended Roll models ⋮ Kotlarski with a factor loading ⋮ Identification in ascending auctions, with an application to digital rights management ⋮ Recovering Latent Variables by Matching ⋮ Time-varying unobserved heterogeneity in earnings shocks ⋮ Two results on auctions with endogenous entry ⋮ Dynamic deconvolution and identification of independent autoregressive sources ⋮ IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS ⋮ A generalization of Lemma 1 in Kotlarski (1967) ⋮ Identification of a Triangular Two Equation System Without Instruments ⋮ Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics ⋮ On the identification of joint distributions using marginals and aggregates ⋮ A simple approach to quantile regression for panel data ⋮ Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity

Cites Work

• Nonparametric estimation of the measurement error model using multiple indicators.
• Conditionally independent private information in OCS wildcat auctions
• On characterizing the gamma and the normal distribution
• Identification and Estimation of Auction Models with Unobserved Heterogeneity
• A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics
• Consistent deconvolution in density estimation
• Estimation of Nonlinear Models with Measurement Error
• Unnamed Item

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