Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models

Journal of Econometrics

Volumn 165, Issue 1, 2011, Pages 30-44

  Wang, Liqun ^a   Hsiao, Cheng ^b,c,d  

^a UNIVERSITY OF MANITOBA   (Canada)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c XIAMEN UNIVERSITY   (China)

^d CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Fourier deconvolution; Identifiability; Instrumental variables; Measurement error; Method of moments; Root n consistency; Semiparametric estimator; Simulation based estimator

Indexed keywords

FOURIER DECONVOLUTION; IDENTIFIABILITY; INSTRUMENTAL VARIABLES; ROOT-N CONSISTENCY; SEMIPARAMETRIC; SIMULATION-BASED;

MEASUREMENT ERRORS; NORMAL DISTRIBUTION;

METHOD OF MOMENTS;

EID: 80053329240     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.05.004     Document Type: Article

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