Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables

DOI10.1016/j.jeconom.2017.06.008zbMath1388.62366OpenAlexW2309906162MaRDI QIDQ2399537

Jinyong Hahn, Geert Ridder

Publication date: 24 August 2017

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.06.008

zbMATH Keywords

influence functionsemiparametric estimationmeasurement errorparametric modelscontrol variablesendogenous regressor

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items (3)

Measurement error models: editors' introduction ⋮ Three-stage semi-parametric inference: control variables and differentiability ⋮ Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data

Cites Work

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• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
• Estimation of Average Treatment Effects with Misclassification
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Identification in Parametric Models

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