Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
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Publication:2343764
DOI10.1016/j.jeconom.2014.10.007zbMath1331.62484OpenAlexW2045134697MaRDI QIDQ2343764
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.10.007
endogeneityinstrumental variablenonclassical measurement errormethod of sievesemiparametric conditional moment restrictions
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (5)
Estimating production functions with control functions when capital is measured with error ⋮ Examples of \(L^2\)-complete and boundedly-complete distributions ⋮ Heterogeneous treatment effects with mismeasured endogenous treatment ⋮ Identifying the effect of a mis-classified, binary, endogenous regressor ⋮ Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
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