IDEAS home Printed from https://ideas.repec.org/r/eee/econom/v144y2008i1p27-61.html
   My bibliography  Save this item

Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Yingyao Hu & Zhongjian Lin, 2018. "Misclassification and the hidden silent rivalry," CeMMAP working papers CWP12/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Lamy, Laurent, 2012. "The econometrics of auctions with asymmetric anonymous bidders," Journal of Econometrics, Elsevier, vol. 167(1), pages 113-132.
  3. Yonghong An & Wang Le & Ruli Xiao, 2015. "Your American Dream is Not Mine! A New Approach to Estimating Intergenerational Mobility Elasticities," CAEPR Working Papers 2015-016, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  4. Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
  5. Hu, Yingyao & McAdams, David & Shum, Matthew, 2013. "Identification of first-price auctions with non-separable unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 174(2), pages 186-193.
  6. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Christian vom Lehn & Cache Ellsworth & Zachary Kroff, 2022. "Reconciling Occupational Mobility in the Current Population Survey," Journal of Labor Economics, University of Chicago Press, vol. 40(4), pages 1005-1051.
  8. D’Haultfœuille, Xavier & Février, Philippe, 2015. "Identification of mixture models using support variations," Journal of Econometrics, Elsevier, vol. 189(1), pages 70-82.
  9. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
  10. Kirill S. Evdokimov & Andrei Zeleneev, 2024. "Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables," Papers 2403.11309, arXiv.org.
  11. Francis J. DiTraglia & Camilo Garcia-Jimeno, 2020. "Identifying the effect of a mis-classified, binary, endogenous regressor," Papers 2011.07272, arXiv.org.
  12. Shibata, Ippei, 2022. "Reassessing classification errors in the analysis of labor market dynamics," Labour Economics, Elsevier, vol. 78(C).
  13. repec:hal:spmain:info:hdl:2441/lpag9391598uoauqu4u9opq76 is not listed on IDEAS
  14. Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
  15. Li Gan & Manuel A. Hernandez & Yanyan Liu, 2018. "Group Lending With Heterogeneous Types," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 895-913, April.
  16. Higgins, Ayden & Jochmans, Koen, 2023. "Identification of mixtures of dynamic discrete choices," Journal of Econometrics, Elsevier, vol. 237(1).
  17. Shuaizhang Feng & Jiandong Sun, 2020. "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," Working Papers 2020-029, Human Capital and Economic Opportunity Working Group.
  18. Shuaizhang Feng & Yingyao Hu, 2013. "Misclassification Errors and the Underestimation of the US Unemployment Rate," American Economic Review, American Economic Association, vol. 103(2), pages 1054-1070, April.
  19. Battistin, Erich & De Nadai, Michele & Vuri, Daniela, 2017. "Counting rotten apples: Student achievement and score manipulation in Italian elementary Schools," Journal of Econometrics, Elsevier, vol. 200(2), pages 344-362.
  20. Ekaterina Oparina & Sorawoot Srisuma, 2022. "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
  21. An, Yonghong & Hu, Yingyao & Liu, Pengfei, 2018. "Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 124-146.
  22. Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
  23. Hu, Yingyao & Shum, Matthew, 2012. "Nonparametric identification of dynamic models with unobserved state variables," Journal of Econometrics, Elsevier, vol. 171(1), pages 32-44.
  24. Haider, Steven J. & Stephens Jr., Melvin, 2020. "Correcting for Misclassied Binary Regressors Using Instrumental Variables," IZA Discussion Papers 13593, Institute of Labor Economics (IZA).
  25. Acerenza, Santiago & Ban, Kyunghoon & Kedagni, Desire, 2021. "Marginal Treatment Effects with Misclassified Treatment," ISU General Staff Papers 202106180700001132, Iowa State University, Department of Economics.
  26. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2022. "Identification Of Regression Models With A Misclassified And Endogenous Binary Regressor," Econometric Theory, Cambridge University Press, vol. 38(6), pages 1117-1139, December.
  27. Hu Yingyao & Shum Matthew & Tan Wei & Xiao Ruli, 2017. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-16, January.
  28. Yingying Dong, 2012. "Regression Discontinuity Applications with Rounding Errors in the Running Variable," Working Papers 111206, University of California-Irvine, Department of Economics.
  29. Sid Kankanala, 2023. "Quasi-Bayes in Latent Variable Models," Papers 2311.06831, arXiv.org, revised Jan 2025.
  30. Chen, Linkun & Clarke, Philip M. & Petrie, Dennis J. & Staub, Kevin E., 2021. "The effects of self-assessed health: Dealing with and understanding misclassification bias," Journal of Health Economics, Elsevier, vol. 78(C).
  31. An, Yonghong & Hu, Yingyao & Xiao, Ruli, 2021. "Dynamic decisions under subjective expectations: A structural analysis," Journal of Econometrics, Elsevier, vol. 222(1), pages 645-675.
  32. Santiago Acerenza & Kyunghoon Ban & D'esir'e K'edagni, 2021. "Local Average and Marginal Treatment Effects with a Misclassified Treatment," Papers 2105.00358, arXiv.org, revised Sep 2024.
  33. Mr. Ippei Shibata, 2019. "Are Labor Market Indicators Telling the Truth? Role of Measurement Error in the U.S. Current Population Survey," IMF Working Papers 2019/040, International Monetary Fund.
  34. Rasmus Lentz & Suphanit Piyapromdee & Jean-Marc Robin, 2018. "On Worker and Firm Heterogeneity in Wages and Employment Mobility: Evidence from Danish Register Data," PIER Discussion Papers 91, Puey Ungphakorn Institute for Economic Research.
  35. Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
  36. Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
  37. Matthew Gentry & Tong Li, 2012. "Identification in auctions with selective entry," CeMMAP working papers 38/12, Institute for Fiscal Studies.
  38. Victor Aguirregabiria & Jihye Jeon, 2020. "Firms’ Beliefs and Learning: Models, Identification, and Empirical Evidence," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(2), pages 203-235, March.
  39. Young Jun Lee & Daniel Wilhelm, 2020. "Testing for the presence of measurement error in Stata," Stata Journal, StataCorp LP, vol. 20(2), pages 382-404, June.
  40. Luo, Yao, 2020. "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
  41. Yingyao Hu & Ji‐Liang Shiu & Tiemen Woutersen, 2015. "Identification and estimation of single‐index models with measurement error and endogeneity," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 347-362, October.
  42. Benjamin Williams, 2019. "Identification of a nonseparable model under endogeneity using binary proxies for unobserved heterogeneity," Quantitative Economics, Econometric Society, vol. 10(2), pages 527-563, May.
  43. Oliver Cassagneau-Francis & Robert Gary-Bobo & Julie Pernaudet & Jean-Marc Robin, 2022. "A Nonparametric Finite Mixture Approach to Difference-in-Difference Estimation, with an Application to On-the-job Training and Wages," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03869547, HAL.
  44. Stephane Bonhomme, 2021. "Teams: Heterogeneity, Sorting, and Complementarity," Papers 2102.01802, arXiv.org.
  45. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Non-parametric estimation of finite mixtures from repeated measurements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 211-229, January.
  46. Arthur Lewbel & Xi Qu & Xun Tang, 2022. "Estimating Social Network Models with Missing Links," Boston College Working Papers in Economics 1056, Boston College Department of Economics.
  47. Nianqing Liu & Yao Luo, 2017. "A Nonparametric Test For Comparing Valuation Distributions In First‐Price Auctions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 857-888, August.
  48. Zhang, Yinjunjie & Xu, Zhicheng Phil & Palma, Marco A., 2017. "Misclassification Errors of Subjective Well-being: A New Approach to Mapping Happiness," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258553, Agricultural and Applied Economics Association.
  49. Jonathan N. Katz & Gabriel Katz, 2010. "Correcting for Survey Misreports Using Auxiliary Information with an Application to Estimating Turnout," American Journal of Political Science, John Wiley & Sons, vol. 54(3), pages 815-835, July.
  50. Orville Mondal & Rui Wang, 2024. "Partial Identification of Binary Choice Models with Misreported Outcomes," Papers 2401.17137, arXiv.org.
  51. Jamie Fogel & Bernardo Modenesi, 2023. "What is a Labor Market? Classifying Workers and Jobs Using Network Theory," Papers 2311.00777, arXiv.org.
  52. Yonghong An & Michael R. Baye & Yingyao Hu & John Morgan & Matt Shum, 2010. "Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects," Economics Working Paper Archive 564, The Johns Hopkins University,Department of Economics.
  53. Bollinger, Christopher R. & van Hasselt, Martijn, 2017. "Bayesian moment-based inference in a regression model with misclassification error," Journal of Econometrics, Elsevier, vol. 200(2), pages 282-294.
  54. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
  55. Philip A Haile & Yuichi Kitamura, 2019. "Unobserved heterogeneity in auctions," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 1-19.
  56. Xiao, Ruli, 2018. "Identification and estimation of incomplete information games with multiple equilibria," Journal of Econometrics, Elsevier, vol. 203(2), pages 328-343.
  57. Feng, Shuaizhang & Hu, Yingyao & Sun, Jiandong, 2018. "On the robustness of alternative unemployment measures," Economics Letters, Elsevier, vol. 166(C), pages 1-5.
  58. Tommasi, Denni & Zhang, Lina, 2024. "Bounding program benefits when participation is misreported," Journal of Econometrics, Elsevier, vol. 238(1).
  59. Akanksha Negi & Digvijay Singh Negi, 2022. "Difference-in-Differences with a Misclassified Treatment," Papers 2208.02412, arXiv.org.
  60. Ashesh Rambachan & Rahul Singh & Davide Viviano, 2024. "Program Evaluation with Remotely Sensed Outcomes," Papers 2411.10959, arXiv.org.
  61. Hu, Yingyao & Sasaki, Yuya, 2015. "Closed-form estimation of nonparametric models with non-classical measurement errors," Journal of Econometrics, Elsevier, vol. 185(2), pages 392-408.
  62. Hu, Yingyao, 2021. "Identification of Causal Models with Unobservables: A Self-Report Approach," Economics Working Paper Archive 64330, The Johns Hopkins University,Department of Economics.
  63. Sarah Brown & Mark N. Harris & Preety Srivastava & Karl Taylor, 2018. "Mental Health and Reporting Bias: Analysis of the GHQ - 12," Working Papers 2018013, The University of Sheffield, Department of Economics.
  64. Manuel Arellano & Stéphane Bonhomme, 2023. "Recovering Latent Variables by Matching," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(541), pages 693-706, January.
  65. An, Yonghong, 2017. "Identification of first-price auctions with non-equilibrium beliefs: A measurement error approach," Journal of Econometrics, Elsevier, vol. 200(2), pages 326-343.
  66. Daniel Wilhelm, 2018. "Testing for the presence of measurement error," CeMMAP working papers CWP45/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  67. Chen, Xiaohong & Linton, Oliver & Yi, Yanping, 2017. "Semiparametric identification of the bid–ask spread in extended Roll models," Journal of Econometrics, Elsevier, vol. 200(2), pages 312-325.
  68. Yonghong An & Michael R. Baye & Yingyao Hu & John Morgan & Matt Shum, 2017. "Identification and Estimation of Online Price Competition With an Unknown Number of Firms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 80-102, January.
  69. Battistin, Erich & De Nadai, Michele & Sianesi, Barbara, 2014. "Misreported schooling, multiple measures and returns to educational qualifications," Journal of Econometrics, Elsevier, vol. 181(2), pages 136-150.
  70. Lina Zhang, 2020. "Spillovers of Program Benefits with Missing Network Links," Papers 2009.09614, arXiv.org, revised Aug 2024.
  71. Francis DiTraglia & Camilo Garcia-Jimeno, 2015. "On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Third Version," PIER Working Paper Archive 15-040, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 24 Nov 2015.
  72. Francis J. DiTraglia & Camilo Garcia-Jimeno, 2020. "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," Papers 2011.07276, arXiv.org.
  73. Santiago Acerenza, 2024. "Partial Identification of Marginal Treatment Effects with Discrete Instruments and Misreported Treatment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(1), pages 74-100, February.
  74. DiTraglia, Francis J. & García-Jimeno, Camilo, 2019. "Identifying the effect of a mis-classified, binary, endogenous regressor," Journal of Econometrics, Elsevier, vol. 209(2), pages 376-390.
  75. Denni Tommasi & Arthur Lewbel & Rossella Calvi, 2017. "LATE with Mismeasured or Misspecified Treatment: An application to Women's Empowerment in India," Working Papers ECARES ECARES 2017-27, ULB -- Universite Libre de Bruxelles.
  76. Meyer, Bruce D. & Mittag, Nikolas, 2017. "Misclassification in binary choice models," Journal of Econometrics, Elsevier, vol. 200(2), pages 295-311.
  77. Kyung Min Kang & Robert A. Moffitt, 2019. "The Effect of SNAP and School Food Programs on Food Security, Diet Quality, and Food Spending: Sensitivity to Program Reporting Error," Southern Economic Journal, John Wiley & Sons, vol. 86(1), pages 156-201, July.
  78. Sasaki, Yuya, 2015. "Heterogeneity and selection in dynamic panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 236-249.
  79. Yingyao Hu, 2015. "Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics," CeMMAP working papers 03/15, Institute for Fiscal Studies.
  80. Yingyao Hu & Yi Xin, 2019. "Identi?cation and estimation of dynamic structural models with unobserved choices," CeMMAP working papers CWP35/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  81. Feng, Shuaizhang & Sun, Jiandong, 2020. "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," IZA Discussion Papers 13168, Institute of Labor Economics (IZA).
  82. Jochmans, Koen, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Journal of Econometrics, Elsevier, vol. 242(2).
  83. Victor H. Aguiar & Nail Kashaev, 2019. "Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets," Papers 1907.04853, arXiv.org, revised Jun 2021.
  84. Xi Wu & Li Gan, 2023. "Multiple dimensions of private information in life insurance markets," Empirical Economics, Springer, vol. 65(5), pages 2145-2180, November.
  85. Ben-Moshe, Dan & D’Haultfœuille, Xavier & Lewbel, Arthur, 2017. "Identification of additive and polynomial models of mismeasured regressors without instruments," Journal of Econometrics, Elsevier, vol. 200(2), pages 207-222.
  86. Takahide Yanagi, 2019. "Inference on local average treatment effects for misclassified treatment," Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 938-960, September.
  87. Nianqing Liu & Kexin Xu, 2024. "Nonparametric estimation of English auctions with selective entry: An application to online judicial auctions," International Studies of Economics, John Wiley & Sons, vol. 19(2), pages 247-267, June.
  88. Candelaria, Luis E. & Ura, Takuya, 2020. "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS) 1258, University of Warwick, Department of Economics.
  89. Hu, Yingyao & Xin, Yi, 2024. "Identification and estimation of dynamic structural models with unobserved choices," Journal of Econometrics, Elsevier, vol. 242(2).
  90. repec:hal:spmain:info:hdl:2441/4m4fqk908d9obqasu0uhft7t94 is not listed on IDEAS
  91. Stéphane Bonhomme, 2021. "Selection on Welfare Gains: Experimental Evidence from Electricity Plan Choice," Working Papers 2021-15, Becker Friedman Institute for Research In Economics.
  92. Glennon, Dennis & Kiefer, Hua & Mayock, Tom, 2018. "Measurement error in residential property valuation: An application of forecast combination," Journal of Housing Economics, Elsevier, vol. 41(C), pages 1-29.
  93. Manabu Kuroki, 2016. "The Identification of Direct and Indirect Effects in Studies with an Unmeasured Intermediate Variable," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 228-245, March.
  94. El-Attar, Mayssun, 2009. "Could Education Promote the Israeli-Palestinian Peace Process?," IZA Discussion Papers 4447, Institute of Labor Economics (IZA).
  95. Jochmans, Koen, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Journal of Econometrics, Elsevier, vol. 242(2).
  96. Cameron McIntosh, 2014. "The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 243-250, January.
  97. Hu, Yingyao & Kayaba, Yutaka & Shum, Matthew, 2013. "Nonparametric learning rules from bandit experiments: The eyes have it!," Games and Economic Behavior, Elsevier, vol. 81(C), pages 215-231.
  98. Battistin, Erich & Chesher, Andrew, 2014. "Treatment effect estimation with covariate measurement error," Journal of Econometrics, Elsevier, vol. 178(2), pages 707-715.
  99. Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
  100. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po publications info:hdl:2441/4m4fqk908d9, Sciences Po.
  101. Ruli Xiao, 2015. "Identification and Estimation of Incomplete Information Games with Multiple Equilibria," CAEPR Working Papers 2015-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  102. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
  103. Chao Wang & Stefan Weiergraeber & Ruli Xiao, 2022. "Identification of Dynamic Discrete Choice Models with Hyperbolic Discounting Using a Terminating Action," CAEPR Working Papers 2022-010 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  104. Hu, Yingyao & Shiu, Ji-Liang & Woutersen, Tiemen, 2016. "Identification in nonseparable models with measurement errors and endogeneity," Economics Letters, Elsevier, vol. 144(C), pages 33-36.
  105. Yonghong An & Pengfei Liu, 2020. "Eliciting Information from Sensitive Survey Questions," Papers 2009.01430, arXiv.org.
  106. Jochmans, Koen & Higgins, Ayden, 2022. "Learning Markov Processes with Latent Variables From Longitudinal Data," TSE Working Papers 22-1366, Toulouse School of Economics (TSE).
  107. Merlo, Antonio & Tang, Xun, 2015. "Bargaining with Optimism: A Structural Analysis of Medical Malpractice Litigation," Working Papers 15-005, Rice University, Department of Economics.
  108. Feng, Shuaizhang & Sun, Jiandong, 2020. "Misclassification-errors-adjusted Sahm Rule for Early Identification of Economic Recession," GLO Discussion Paper Series 523, Global Labor Organization (GLO).
  109. Sun, Jiandong & Feng, Shuaizhang & Hu, Yingyao, 2021. "Misclassification errors in labor force statuses and the early identification of economic recessions," Journal of Asian Economics, Elsevier, vol. 75(C).
  110. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
  111. Christian Tien, 2022. "Instrumented Common Confounding," Papers 2206.12919, arXiv.org, revised Sep 2022.
  112. Francis DiTraglia & Camilo García-Jimeno, 2016. "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," NBER Working Papers 22621, National Bureau of Economic Research, Inc.
  113. Lin, Zhongjian & Hu, Yingyao, 2024. "Binary choice with misclassification and social interactions, with an application to peer effects in attitude," Journal of Econometrics, Elsevier, vol. 238(1).
  114. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
  115. Lu, Ruichang & Luo, Yao & Xiao, Ruli, 2014. "An MPEC estimator for misclassification models," Economics Letters, Elsevier, vol. 125(2), pages 195-199.
  116. Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2018_1703, CEMFI.
  117. Yingyao Hu, 2015. "Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics," CeMMAP working papers CWP03/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  118. Fu, Lianyan & Gao, Wei & Shi, Ning-Zhong, 2011. "Estimation of relative average treatment effects with misclassification," Economics Letters, Elsevier, vol. 111(1), pages 95-98, April.
  119. Kline, Brendan, 2015. "Identification of complete information games," Journal of Econometrics, Elsevier, vol. 189(1), pages 117-131.
  120. Yao Luo & Ruli Xiao, 2019. "Identification of Auction Models Using Order Statistics," Working Papers tecipa-630, University of Toronto, Department of Economics.
  121. An, Yonghong & Hu, Yingyao & Shum, Matthew, 2010. "Estimating first-price auctions with an unknown number of bidders: A misclassification approach," Journal of Econometrics, Elsevier, vol. 157(2), pages 328-341, August.
  122. Yang, Xiaolou & Hu, Yingyao, 2024. "Default risk and stock returns: From a perspective of measurement errors," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1545-1561.
  123. Hahn, Jinyong & Ridder, Geert, 2017. "Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 238-250.
  124. Luo, Yao & Xiao, Ruli, 2023. "Identification of auction models using order statistics," Journal of Econometrics, Elsevier, vol. 236(1).
  125. Francis J. DiTraglia & Camilo García-Jimeno, 2017. "Mis-classified, Binary, Endogenous Regressors: Identification and Inference," NBER Working Papers 23814, National Bureau of Economic Research, Inc.
  126. William Greene & Mark N. Harris & Preety Srivastava & Xueyan Zhao, 2018. "Misreporting and econometric modelling of zeros in survey data on social bads: An application to cannabis consumption," Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 372-389, February.
  127. Wossen, Tesfamicheal & Abay, Kibrom A. & Abdoulaye, Tahirou, 2022. "Misperceiving and misreporting input quality: Implications for input use and productivity," Journal of Development Economics, Elsevier, vol. 157(C).
  128. Deng, Ping & Hu, Yingyao, 2009. "Bounding the effect of a dichotomous regressor with arbitrary measurement errors," Economics Letters, Elsevier, vol. 105(3), pages 256-260, December.
  129. Candelaria, Luis E. & Ura, Takuya, 2023. "Identification and inference of network formation games with misclassified links," Journal of Econometrics, Elsevier, vol. 235(2), pages 862-891.
  130. Ruichang Lu & Yao Luo & Ruli Xiao, 2023. "Estimation of misreporting probability in corporate credit rating: A nonparametric approach," International Studies of Economics, John Wiley & Sons, vol. 18(3), pages 260-276, September.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.