Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution

This paper provides a general solution to the problem of identification and estimation of nonlinear models with misclassification error in a general discrete explanatory variable using instrumental variables. The misclassification error is allowed to be correlated with all the explanatory variables...

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Bibliographic Details
Published in:	Journal of econometrics Vol. 144; no. 1; pp. 27 - 61
Main Author:	Hu, Yingyao
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 01.05.2008 Elsevier Elsevier Sequoia S.A
Series:	Journal of Econometrics
Subjects:	Applications Distribution theory Econometric models Economic models Error Errors Estimating techniques Estimation Exact sciences and technology Identification Instrumental variable Insurance, economics, finance Mathematics Matrix Matrix diagonalization Misclassification error Monte Carlo simulation Non-linear models Nonlinear analysis Nonlinear errors-in-variables model Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Probability Probability and statistics Probability theory and stochastic processes Restrictions Sciences and techniques of general use Simulation Statistics Studies Truth Variables Nonlinear errors-in-variables model Instrumental variable Matrix diagonalization C41 Misclassification error C14 Solution uniqueness Statistical distribution Error estimation Non parametric estimation Probability distribution Stochastic method Economic data Non linear equation Consistent estimator Distribution function Approximation theory Nonlinear errors-in-variables model; Instrumental variable; Misclassification error; Matrix diagonalization Monte Carlo method Data analysis Non linear estimation Finite sample Probability Statistical estimation Bad classification Semiparametric method Non linear system Equation system Statistical method Numerical analysis Simulation Correlation analysis Non linear model Econometrics C14; C41
ISSN:	0304-4076, 1872-6895
Online Access:	Get full text
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