Kotlarski with a factor loading

DOI10.1016/J.JECONOM.2020.12.012OpenAlexW3166340493MaRDI QIDQ2673201FDOQ2673201

Authors Arthur Lewbel

Publication date 9 June 2022

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

Full work available at URL http://fmwww.bc.edu/EC-P/wp1001.pdf

zbMATH Keywords

factor modelsmeasurement errordeconvolutionKotlarski

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3017040 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
• Estimating the Technology of Cognitive and Noncognitive Skill Formation
• Generalized non-parametric deconvolution with an application to earnings dynamics
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
• Identifiability of distributions of independent random variables by linear combinations and moments
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
• Nonparametric estimation of the measurement error model using multiple indicators.
• On characterizing the gamma and the normal distribution
• Some extensions of a lemma of Kotlarski
• TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS

Cited in

(1)

• Kadison-Kastler stable factors

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