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

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