Convolution without independence

DOI10.1016/J.JECONOM.2018.12.018zbMATH Open1452.62958OpenAlexW620844590WikidataQ128752375 ScholiaQ128752375MaRDI QIDQ2000864FDOQ2000864

Authors: Susanne M. Schennach 

Publication date: 1 July 2019

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

Full work available at URL: http://hdl.handle.net/10419/97422

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zbMATH Keywords

characteristic functionmeasurement errordeconvolutionerror-in-variablessubindependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• A class of models for uncorrelated random variables
• On characterizing the gamma and the normal distribution
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Cited In (16)

• Nonparametric estimation of additive models with errors-in-variables
• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• On the identification of joint distributions using marginals and aggregates
• Uniform confidence bands for nonparametric errors-in-variables regression
• Convolutions with Unbounded Unity
• Estimation of varying coefficient models with measurement error
• Identification of a Triangular Two Equation System Without Instruments
• Title not available (Why is that?)
• Dynamic deconvolution and identification of independent autoregressive sources
• Title not available (Why is that?)
• Bandwidth selection for nonparametric regression with errors-in-variables
• Inference on distribution functions under measurement error
• Time-varying unobserved heterogeneity in earnings shocks
• Recovering Latent Variables by Matching
• Discrete convolution statistic for hypothesis testing
• Title not available (Why is that?)

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