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.
- Language
-
Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP14/07
- Classification
-
Wirtschaft
- Subject
-
Nichtparametrisches Verfahren
Regression
Statistischer Fehler
Instrumentalvariablen-Schätzmethode
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Schennach, Susanne M.
Hu, Yingyao
Lewbel, Arthur
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
-
2007
- DOI
-
doi:10.1920/wp.cem.2007.1407
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Schennach, Susanne M.
- Hu, Yingyao
- Lewbel, Arthur
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2007
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