Assistant Professor Yingyao Hu: all content

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Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments

Working Paper

While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary dataset containing correctly measured observations, this paper establishes that the availability of instruments enables the identification of a large class of nonclassical nonlinear errors-in-variables models with continuously distributed variables.

11 September 2006