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Kotlarski's lemma for dyadic models

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  • Grigory Franguridi
  • Hyungsik Roger Moon

Abstract

We show how to identify the distributions of the error components in the two-way dyadic model $y_{ij}=c+\alpha_i+\eta_j+\varepsilon_{ij}$. To this end, we extend the lemma of Kotlarski (1967), mimicking the arguments of Evdokimov and White (2012). We allow the characteristic functions of the error components to have real zeros, as long as they do not overlap with zeros of their first derivatives.

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  • Grigory Franguridi & Hyungsik Roger Moon, 2025. "Kotlarski's lemma for dyadic models," Papers 2502.02734, arXiv.org.
    • Handle: RePEc:arx:papers:2502.02734
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    1. Li, Tong & Perrigne, Isabelle & Vuong, Quang, 2000. "Conditionally independent private information in OCS wildcat auctions," Journal of Econometrics, Elsevier, vol. 98(1), pages 129-161, September.
    2. Elena Krasnokutskaya, 2011. "Identification and Estimation of Auction Models with Unobserved Heterogeneity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(1), pages 293-327.
    3. Kurisu, Daisuke & Otsu, Taisuke, 2022. "On The Uniform Convergence Of Deconvolution Estimators From Repeated Measurements," Econometric Theory, Cambridge University Press, vol. 38(1), pages 172-193, February.
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