Dong, Yingying; Lewbel, Arthur - In: Journal of Econometrics 163 (2011) 2, pp. 163-171
Suppose V and U are two independent mean zero random variables, where V has an asymmetric distribution with two mass points and U has some zero odd moments (having a symmetric distribution suffices). We show that the distributions of V and U are nonparametrically identified just from observing...