Semiparametric Methods in Econometrics

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Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics (2010, background): “…of X, say fX , follows as the inverse Fourier transform of ϕX : fX(x) = 1 2π ∫ e−itxϕX(t)dt, = 1 2π ∫ e−itx ϕY (t) ϕU(t) dt. (2) As noted by several authors (e.g. Horowitz, 1998), this argument proves identification, but cannot be directly used for estimation since the above integral does not…”
Maximum likelihood estimation in semiparametric regression models with censored data (2007, background): “This kind of model has not been studied even without the task of joint modelling, although econometricians (Horowitz (1998), chapter 5) have proposed inefficient estimators for univariate responses.”