Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models

DOI10.1016/j.jeconom.2011.05.004zbMath1441.62899OpenAlexW2106670419MaRDI QIDQ738041

Cheng Hsiao, Liqun Wang

Publication date: 12 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.004

zbMATH Keywords

measurement errormethod of momentsidentifiabilityinstrumental variablessimulation-based estimatorroot-\(n\) consistencyFourier deconvolutionsemiparametric estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (8)

A revisit to correlation analysis for distortion measurement error data ⋮ Nonparametric errors in variables models with measurement errors on both sides of the equation ⋮ Instrumental variable approach to covariate measurement error in generalized linear models ⋮ Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information ⋮ Convolution without independence ⋮ Instrument Assisted Regression for Errors in Variables Models with Binary Response ⋮ Editorial. Moment restriction-based econometric methods: an overview ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models

Uses Software

• nlmdl

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Some aspects of measurement error in a censored regression model
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• Consistent estimation for some nonlinear errors-in-variables models
• Estimation of nonlinear errors-in-variables models
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Covariate measurement error in logistic regression
• Estimation for the nonlinear functional relationship
• Identification and estimation of polynomial errors-in-variables models
• Estimation of censored linear errors-in-variables models
• Nonparametric regression with errors in variables
• Nonlinear errors in variables estimation of some Engel curves
• The nonlinear two-stage least-squares estimator
• Semi-parametric estimation in the nonlinear structural errors-in-variables model
• Robust and consistent estimation of nonlinear errors-in-variables models
• A simple adjustment for measurement errors in some limited dependent variable models.
• Estimation of nonlinear models with Berkson measurement errors
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Root-N-Consistent Semiparametric Regression
• Nonlinear Regression
• Polynomial Regression With Errors in the Variables
• On the polynomial structural relationship
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Nonparametric regression in the presence of measurement error
• Nonparametric density estimation from data with a mixture of Berkson and classical errors
• Two‐stage estimation of limited dependent variable models with errors‐in‐variables
• Estimation of Nonlinear Models with Measurement Error
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Nonlinear and Nonparametric Regression and Instrumental Variables

This page was built for publication: Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models