IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS

DOI10.1017/S0266466616000207zbMath1441.62745OpenAlexW2606467129MaRDI QIDQ5357393

Yingyao Hu, Yuya Sasaki

Publication date: 15 September 2017

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

Full work available at URL: https://doi.org/10.1017/s0266466616000207

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics ⋮ Two results on auctions with endogenous entry ⋮ Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity ⋮ Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data

Cites Work

• Unnamed Item
• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
• Nonparametric estimation of the measurement error model using multiple indicators.
• Conditionally independent private information in OCS wildcat auctions
• Robust and consistent estimation of nonlinear errors-in-variables models
• Closed-form estimation of nonparametric models with non-classical measurement errors
• Semiparametric efficiency in GMM models with auxiliary data
• The effect of schooling and ability on achievement test scores
• Estimating production functions with control functions when capital is measured with error
• Identification and Estimation of Auction Models with Unobserved Heterogeneity
• Identification and Estimation of Regression Models with Misclassification
• Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics
• Identifying Distributional Characteristics in Random Coefficients Panel Data Models
• NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
• Estimation of Average Treatment Effects with Misclassification
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Nonparametric Estimation of Nonadditive Random Functions
• Estimation of Nonlinear Models with Measurement Error
• Measurement Error Models with Auxiliary Data
• Identification and estimation of nonlinear models using two samples with nonclassical measurement errors

This page was built for publication: IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS