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方程两侧均存在测量误差的非参数模型AI 解读

Measurement errors are often correlated, as in surveys where respondent’s biases or tendencies to err affect multiple reported variables. We extend Schennach (2007) to identify moments of the conditional distribution of a true Y given a true X when both are measured with error, the measurement errors in Y and X are correlated, and the true unknown model of Y given X has nonseparable model errors. After showing nonparametric identification, we provide a sieve generalized…

Summary When dealing with the estimation of Engel curves, measurement errors in expenditure data and simultaneity are likely sources of endogeneity. In this paper we study identification of the parameters that characterize an Engel curve in the presence of both. We consider specifications where budget shares are polynomials in the logarithm of total expenditure, which is the case frequently encountered in empirical applications. We propose an estimation procedure which is an…

学历误报、多重测量与教育资格的工资回报AI 解读

We consider the identification and estimation of the average wage return to attaining educational qualifications when attainment is potentially measured with error. By exploiting two independent measures of qualifications, we identify the extent of misclassification in administrative and self-reported data on educational attainment. The availability of multiple self-reported educational measures additionally allows us to identify the temporal patterns of individual…