English, Article, Journal or magazine article edition: Nonparametric identification of the classical errors-in-variables model without side information Susanne M. Schennach; Yingyao Hu; Arthur Lewbel

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Bookmark: http://trove.nla.gov.au/version/73083
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Nonparametric identification of the classical errors-in-variables model without side information
Author
  • Susanne M. Schennach
  • Yingyao Hu
  • Arthur Lewbel
Physical Description
  • preprint
Notes
  • RePEc:ifs:cemmap:14/​07
  • 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.
  • errors in variables, nonparametric estimation, identification
  • RePEc:boc:bocoec:674
Language
  • English
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