Arbeitspapier
Nonparametric identification of the classical errors-in-variables model without side information
This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with normally distributed variables as a special case. This result relies on standard primitive regularity conditions taking the form of smoothness and monotonicity of the regression function and nonvanishing characteristic functions of the disturbances.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP14/07
- Klassifikation
-
Wirtschaft
- Thema
-
Nichtparametrisches Verfahren
Regression
Statistischer Fehler
Instrumentalvariablen-Schätzmethode
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Schennach, Susanne M.
Hu, Yingyao
Lewbel, Arthur
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2007
- DOI
-
doi:10.1920/wp.cem.2007.1407
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Schennach, Susanne M.
- Hu, Yingyao
- Lewbel, Arthur
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2007
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