Xiaohong Chen

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject to misclassification error.

For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables (h), Newey and Powell (2003) and Ai and Chen (2003) propose sieve minimum distance (SMD) estimation of (θ, h) and derive the large sample properties.

This paper studies a shape-invariant Engel curve system with endogenous total expenditure, in which the shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of nonparametric Engel curves.

A cemmap working paper.

This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure.

We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some preliminary nonparametric estimators.

We provide easy to verify suffcient conditions for the consistency and asymptotic normality