Identification and estimation of nonlinear models using two samples with nonclassical measurement errors

Journal of Nonparametric Statistics

Volumn 22, Issue 4, 2010, Pages 419-423

  Carrolla, Raymond J ^a   Chenb, Xiaohong ^b   Hu, Yingyao ^c  

^a TEXAS A AND M UNIVERSITY   (United States)

^b YALE UNIVERSITY   (United States)

^c JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77951936634     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485250903556110     Document Type: Article

References (6)

1. Ai, C., and Chen, X. (2003), 'Efficient Estimation of Conditional Moment Restrictions Models Containing Unknown Functions', Econometrica, 71, 1795-1843.
2. Chen, X., and Pouzo, D. (2009), 'Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals', Journal of Econometrics, 152, 46-60.
3. Chen, X., Hong, H., and Tamer, E. (2005), 'Measurement Error Models with Auxiliary Data', Review of Economic Studies, 72, 343-366.
4. Hui, S.L., and Walter, S.D. (1980), 'Estimating the Error Rates of Diagnostic Tests', Biometrics, 36, 167-171.
5. Shen, X. (1997), 'On Methods of Sieves and Penalization', Annals of Statistics, 25, 2555-2591.
6. Van der Vaart, A. (1996), 'Efficient Maximum Likelihood Estimation in Semiparametric Mixture Models', Annals of Statistics, 24, 862-878.