We consider the possibility that demographic variables are measured with errors which arise because household surveys measure demographic structures at a point-in-time, whereas household composition evolves throughout the survey period. We construct and estimate sharp bounds on household size...

We consider the possibility that household demographic variables are measured with error. Such errors will arise because income and consumption surveys measure the household's structure at a point-in-time, whereas the demographic composition of the household is constantly evolving over the...

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y. This paper considers nonparametric identification and estimation of the effect of D on Y, conditioning on D*=0. For example, suppose Y is a person's wage, the unobserved D*...

This paper provides conditions for identification and estimation of the conditional or unconditional average effect of a binary treatment or policy on a scalar outcome in models where treatment may be misclassified. Misclassification probabilities and the true probability of treatment are also...

Misclassification in binary choice (binomial response) models occurs when the dependent variable is measured with error, that is, when an actual "one" response is sometimes recorded as a zero, and vice versa. This paper shows that binary choice models with misclassification are...

We study the scope of local indirect least squares (LILS) methods for nonparametrically estimating average marginal effects of an endogenous cause X on a response Y in triangular structural systems that need not exhibit linearity, separability, or monotonicity in scalar unobservables. One main...

In this paper we study the identification and estimation of a class of binary regressions where conditional medians of additive disturbances are bounded between known or exogenously identified functions of regressors. This class includes several important microeconometric models, such as...

In this paper we propose a unified framework for testing weak separability. We present a new three-step procedure, which is a joint test of necessary and sufficient conditions that takes account of the possibilities of both measurement error and incomplete adjustment. We illustrate the...

This paper addresses the problem of point identification in the presence of measurement error in discrete variables; in particular, it considers the case of having two "noisy" indicators of the same latent variable and without any prior information about the true value of the variable of...

A stylized fact is that realized variance has long memory. We show that, when the instantaneous volatility is a long memory process of order d, the integrated variance is characterized by the same long-range dependence. We prove that the spectral density of realized variance is given by the sum...