Estimation of varying coefficient models with measurement error

DOI10.1016/J.JECONOM.2020.12.013OpenAlexW2995807172MaRDI QIDQ2172010FDOQ2172010

Authors: Hao Dong, Taisuke Otsu, Luke Taylor 

Publication date: 14 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.12.013

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited In (7)

• The focused information criterion for varying-coefficient partially linear measurement error models
• Nonparametric estimation of additive models with errors-in-variables
• Generalized varying coefficient partially linear measurement errors models
• Consistent estimation of coefficients in measurement error models with replicated observations
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
• Frontier estimation in the presence of measurement error with unknown variance

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