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Measurement errors are often correlated, as in surveys where respondents' biases or tendencies to err affect multiple reported variables. We extend Schennach (2007) to identify moments of the conditional distribution of a true Y given a true X when both are measured with error, the measurement...
Persistent link: https://www.econbiz.de/10010680872
Persistent link: https://www.econbiz.de/10011594309
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this...
Persistent link: https://www.econbiz.de/10008641444
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this...
Persistent link: https://www.econbiz.de/10010288383