Nonlinear Models of Measurement Errors

@inproceedings{Chen2008NonlinearMO,
  title={Nonlinear Models of Measurement Errors},
  author={Xiaohong Chen and H. Hong and Denis Nekipelov},
  year={2008}
}
Measure errors in economic data are pervasive and nontrivial in size. The presence of measurement errors causes biased and inconsistent parameter estimates and leads to erroneous conclusions to various degrees in economic analysis. The importance of measurement errors in analyzing the empirical implications of economic theories is highlighted in Milton Friedman’s seminal book on the consumption theory of the permanent income hypothesis (Friedman (1957)). In Friedman’s model, both consumption… CONTINUE READING

References

Publications referenced by this paper.
Showing 1-10 of 77 references

Identification and Estimation of Regression Models with Misclassification,

A. Mahajan
Econometrica • 2005
View 17 Excerpts
Highly Influenced

Estimation of Nonlinear Models with Measurement Error,

S. Schennach
Econometrica, 72(1), • 2004
View 8 Excerpts
Highly Influenced

Robust and consistent estimation of nonlinear errors-in-variables models,

T. Li
Journal of Econometrics, • 2002
View 8 Excerpts
Highly Influenced

Nonparametric analysis of a generalized regression model. The maximum rank

A K.
Average Treatment Effects,” Econometrica, • 1987
View 9 Excerpts
Highly Influenced

Identification and Estimation of Nonlinear Models with Misclassification Error Using Instrumental Variables,” Department of Economics, The University of Texas at Austin

Y. Hu
2006
View 5 Excerpts
Highly Influenced

Identification and inference of nonlinear models using two samples with arbitrary measurement errors,

X. Chen, Y. Hu
2006
View 5 Excerpts
Highly Influenced

Effects using the Estimated Propensity Score,

E. Tamer
2003
View 7 Excerpts
Highly Influenced

Constructing instruments for regressions with measurement error when no additional data are available, with an application to patents and R&D,

A. Lewbel
Econometrica • 1997
View 4 Excerpts
Highly Influenced

Testing a Parametric Model against a Semiparametric Alternative,

J. Horowitz
Hardle • 1994
View 8 Excerpts
Highly Influenced

On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems,

J. Fan
The Annals of Statistics, • 1991
View 5 Excerpts
Highly Influenced

Similar Papers

Loading similar papers…