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Estimating average marginal effects in nonseparable structural systems
Schennach, Susanne M. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603962
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Measurement systems
Schennach, Susanne M. - 2021
used is the concept of measurement systems in which a vector of observed variables is expressed as a (possibly nonlinear or …
Persistent link: https://www.econbiz.de/10012482897
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Averaging of moment condition estimators
Chen, Xiaohong; Jacho-Chàvez, David T.; Linton, Oliver - 2012
We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of √n– consistent estimators whose cardinality increases with sample size. A special case of our framework corresponds to the conditional moment restriction and the implied...
Persistent link: https://www.econbiz.de/10009620338
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Estimating demand for differentiated products with error in market shares
Gandhi, Amit; Lu, Zhentong; Shi, Xiaoxia - 2013
In this paper we introduce a new approach to estimating a differentiated product demand system that allows for error in market shares as measures of choice probabilities. In particular, our approach allows for products with zero sales in the data, which is a frequent phenomenon that arises in...
Persistent link: https://www.econbiz.de/10009707190
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2021
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...
Persistent link: https://www.econbiz.de/10012792731
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2019
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...
Persistent link: https://www.econbiz.de/10012063831
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Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors
Blundell, Richard W.; Horowitz, Joel; Parey, Matthias - 2018
group rather than the true individual value. In consumer demand this form of measurement error is present because the price … show the importance of such measurement errors for the estimation of demand in a setting with nonseparable unobserved …
Persistent link: https://www.econbiz.de/10011935703
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Inference for regression with variables generated from unstructured data
Battaglia, Laura; Christensen, Tim; Hansen, Stephen; … - 2024
The leading strategy for analyzing unstructured data uses two steps. First, latent variables of economic interest are estimated with an upstream information retrieval model. Second, the estimates are treated as "data" in a downstream econometric model. We establish theoretical arguments for why...
Persistent link: https://www.econbiz.de/10014529335
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Does it matter who responded to the survey? : trends in the U.S. gender earnings gap revisited
Lee, Jungmin; Lee, Sokbae - 2011
their framework to consider measurement error due to the use of proxy/representative respondents. First, we document a … reduction in the gender gap can be smaller than what the estimates without taking into account the measurement error might … suggest. We conclude that a careful validation study would be necessary to ascertain the magnitude of the spurious measurement …
Persistent link: https://www.econbiz.de/10008824640
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Identifying the returns to lying when the truth is unobserved
Hu, Yingyao (contributor); Lewbel, Arthur (contributor) - 2007 - rev.
Persistent link: https://www.econbiz.de/10003637513