Estimation of Nonlinear Models with Measurement Error Using Marginal Information
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Cited by:
- Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
- Aprajit Mahajan, 2009.
"Estimating Price Elasticities with Nonlinear Errors in Variables,"
The Review of Economics and Statistics, MIT Press, vol. 91(4), pages 793-805, November.
- Aprajit Mahajan, 2009. "Estimating Price Elasticities with Non-Linear Errors in Variables," Discussion Papers 08-045, Stanford Institute for Economic Policy Research.
- Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur, 2008.
"Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments,"
Economics Letters, Elsevier, vol. 100(3), pages 381-384, September.
- Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments," CeMMAP working papers CWP17/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments," Boston College Working Papers in Economics 675, Boston College Department of Economics.
- Yingyao Hu & Arthur Lewbel & Susanne M. Schennach, 2007.
"Nonparametric identification of the classical errors-in-variables model without side information,"
CeMMAP working papers
CWP14/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric identification of the classical errors-in-variables model without side information," Boston College Working Papers in Economics 674, Boston College Department of Economics.
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"Optimally combining censored and uncensored datasets,"
Journal of Econometrics, Elsevier, vol. 151(1), pages 17-32, July.
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- Paul J. Devereux & Gautam Tripathi, 2008. "Optimally combining censored and uncensored datasets," Working Papers 200820, School of Economics, University College Dublin.
- Devereux, Paul J. & Tripathi, Gautam, 2008. "Optimally Combining Censored and Uncensored Datasets," CEPR Discussion Papers 6990, C.E.P.R. Discussion Papers.
- Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007.
"Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information,"
CeMMAP working papers
CWP18/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information," Boston College Working Papers in Economics 676, Boston College Department of Economics.
- Shiu, Ji-Liang, 2016. "Identification and estimation of endogenous selection models in the presence of misclassification errors," Economic Modelling, Elsevier, vol. 52(PB), pages 507-518.
- Natalia, Khorunzhina & Wayne Roy, Gayle, 2011. "Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors," MPRA Paper 34329, University Library of Munich, Germany.
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More about this item
Keywords
measurement error model; marginal information; deconvolution;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- I38 - Health, Education, and Welfare - - Welfare, Well-Being, and Poverty - - - Government Programs; Provision and Effects of Welfare Programs
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-08-16 (Econometrics)
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