Generalized non-parametric deconvolution with an application to earnings dynamics

DOI10.1111/J.1467-937X.2009.00577.XMaRDI QIDQ3563636zbMATH OpenOpenAlexFDO

Authors Stéphane Bonhomme, Jean-Marc Robin

Publication date 1 June 2010

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-937x.2009.00577.x

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Statistical methods; economic indices and measures (91B82)

Recommendations

• Deconvolution from panel data with unknown error distribution
• Semiparametric estimation of the canonical permanent-transitory model of earnings dynamics
• Nonparametric estimation of non-exchangeable latent-variable models
• Identification of joint distributions in dependent factor models
• Semiparametric Estimation of Regression Models for Panel Data

Cited in

(36)

• Bayesian exploratory factor analysis
• Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
• Priors about observables in vector autoregressions
• Uniform confidence bands in deconvolution with unknown error distribution
• Convolution without independence
• On linearization of nonparametric deconvolution estimators for repeated measurements model
• Estimation of varying coefficient models with measurement error
• A generalization of Lemma 1 in Kotlarski (1967)
• On the identification of joint distributions using marginals and aggregates
• Uniform confidence bands for nonparametric errors-in-variables regression
• Inference on distribution functions under measurement error
• Kotlarski with a factor loading
• Some extensions of a lemma of Kotlarski
• Consistent noisy independent component analysis
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
• HIP, RIP, and the robustness of empirical earnings processes
• Estimation of convolution in the model with noise
• Identification of joint distributions in dependent factor models
• Adaptive density estimation in deconvolution problems with unknown error distribution
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
• Density deconvolution from repeated measurements without symmetry assumption on the errors
• On the uniform convergence of deconvolution estimators from repeated measurements
• Honest confidence sets in nonparametric IV regression and other ill-posed models
• Estimating nonlinear structural relationships
• Identification of paired nonseparable measurement error models
• Recovering Latent Variables by Matching
• Time-varying unobserved heterogeneity in earnings shocks
• Nonparametric estimation of additive models with errors-in-variables
• Nonparametric identification and estimation of heterogeneous causal effects under conditional independence
• Dynamic deconvolution and identification of independent autoregressive sources
• Identification of a Triangular Two Equation System Without Instruments
• Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
• Posterior Average Effects
• Deconvolution from two order statistics
• Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
• Kotlarski's lemma for dyadic models

This page was built for publication: Generalized non-parametric deconvolution with an application to earnings dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3563636)