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Abstract: Identification in errors-in-variables regression models was recently extendedto wide models classes by S. Schennach Econometrica, 2007 S via use ofgeneralized functions. In this paper the problems of non- and semi- parametricidentification in such models are re-examined. Nonparametric identificationholds under weaker assumptions than in S; the proof here does not rely ondecomposition of generalized functions into ordinary and singular parts, whichmay not hold. A consistent nonparametric plug-in estimator for regressionfunctions in the space of absolutely integrable functions constructed.Semiparametric identification via a finite set of moments is shown to hold forclasses of functions that are explicitly characterized; unlike S existence ofa moment generating function for the measurement error is not required.



Autor: Victoria Zinde-Walsh

Fuente: https://arxiv.org/



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