Identification and estimation of single-index models with measurement error and endogeneity

DOI10.1111/ectj.12053OpenAlexW1595128380MaRDI QIDQ5091830

Yingyao Hu, Tiemen Woutersen, Ji-Liang Shiu

Publication date: 27 July 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12053

zbMATH Keywords

endogeneitymeasurement errornonclassical measurement errorlabour-supply elasticity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR ⋮ Profile likelihood ratio tests for parameter inferences in generalised single-index models ⋮ Bayesian moment-based inference in a regression model with misclassification error ⋮ Identification in nonseparable models with measurement errors and endogeneity ⋮ Heterogeneous treatment effects with mismeasured endogenous treatment ⋮ On the estimation of treatment effects with endogenous misreporting ⋮ Identifying the effect of a mis-classified, binary, endogenous regressor ⋮ Moment conditions for the quadratic regression model with measurement error

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