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Measurement error models with auxiliary data

Chen, Xiaohong; Hong, Han; Tamer, Elie T. - In: The review of economic studies 72 (2005) 2, pp. 343-366

Persistent link: https://www.econbiz.de/10002692462

Measurement Error Models with Auxiliary Data

Chen, Xiaohong; Hong, Han; Tamer, Elie - In: Review of Economic Studies 72 (2005) 2, pp. 343-366

We study the problem of parameter inference in (possibly non-linear and non-smooth) econometric models when the data are measured with error. We allow for arbitrary correlation between the true variables and the measurement errors. To solve the identification problem, we require the existence of...

Persistent link: https://www.econbiz.de/10010638057

Measurement Error Models with Auxiliary Data

Chen, Xiaohong; Hong, Han; Tamer, Elie - In: The review of economic studies 72 (2005) 251, pp. 343-366

Persistent link: https://www.econbiz.de/10007643432

Measurement Error Models with Auxiliary Data

Chen, Xiaohong; Hong, Han; Tamer, Elie - In: Review of Economic Studies 72 (2005) 2, pp. 343-366

We study the problem of parameter inference in (possibly non-linear and non-smooth) econometric models when the data are measured with error. We allow for "arbitrary" correlation between the true variables and the measurement errors. To solve the identification problem, we require the existence...

Persistent link: https://www.econbiz.de/10005168211