Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
From MaRDI portal
Publication:3446418
DOI10.1111/j.1468-0262.2007.00736.xzbMath1201.62052OpenAlexW2038017422MaRDI QIDQ3446418
Publication date: 14 June 2007
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://repec.org/esNASM04/up.6570.1075610006.pdf
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Related Items
Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables ⋮ Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution ⋮ Adaptive estimation of the dynamics of a discrete time stochastic volatility model ⋮ SOME EXTENSIONS OF A LEMMA OF KOTLARSKI ⋮ The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics ⋮ Identification of additive and polynomial models of mismeasured regressors without instruments ⋮ Varying random coefficient models ⋮ Regressions with Berkson errors in covariates -- a nonparametric approach ⋮ MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS ⋮ A revisit to correlation analysis for distortion measurement error data ⋮ Nonparametric errors in variables models with measurement errors on both sides of the equation ⋮ Nonparametric estimation of additive models with errors-in-variables ⋮ IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS ⋮ Instrumental variable approach to covariate measurement error in generalized linear models ⋮ Identification of mixture models using support variations ⋮ ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS ⋮ Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information ⋮ Nonparametric identification of dynamic models with unobserved state variables ⋮ Convolution without independence ⋮ Instrument Assisted Regression for Errors in Variables Models with Binary Response ⋮ Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects ⋮ Treatment effect estimation with covariate measurement error ⋮ IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models ⋮ Local indirect least squares and average marginal effects in nonseparable structural systems ⋮ Composite quantile regression estimation of linear error-in-variable models using instrumental variables ⋮ QUANTILE REGRESSION WITH MISMEASURED COVARIATES ⋮ Estimation of spatial autoregressive models with covariate measurement errors ⋮ Bounding the effect of a dichotomous regressor with arbitrary measurement errors ⋮ Measurement error models: from nonparametric methods to deep neural networks ⋮ Inference on local average treatment effects for misclassified treatment ⋮ Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors ⋮ NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS