Structural measurement errors in nonseparable models

DOI10.1016/j.jeconom.2010.03.044zbMath1431.62626OpenAlexW2019716255MaRDI QIDQ736539

Stefan Hoderlein, Joachim Winter

Publication date: 4 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.044

zbMATH Keywords

identificationmeasurement errornonparametricdemandnonseparable modelsurvey designzero homogeneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

The precision of subjective data and the explanatory power of economic models ⋮ Local indirect least squares and average marginal effects in nonseparable structural systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The human side of mechanism design: a tribute to Leo Hurwicz and Jean-Jacque Laffont
• Nonlinear errors in variables estimation of some Engel curves
• Partial identification of probability distributions.
• On a modified bootstrap for certain asymptotically nonnormal statistics
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• Identification of Marginal Effects in Nonseparable Models Without Monotonicity
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Measuring Expectations
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities

This page was built for publication: Structural measurement errors in nonseparable models