Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models

By Whitney K. Newey. Review of Economics and Statistics, 2001

93 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d2bc1c012c9c9de5a470c80e1984cf70bf67b611

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Susanne M. Schennach
2. Yingyao Hu
3. Xiaohong Chen
4. X. d'Haultfoeuille
5. Andrew J. Patton
6. Shu Yang
7. S. Bonhomme
8. Demian Pouzo

In Statistics and Probability

1. Yingyao Hu
2. Susanne M. Schennach
3. X. d'Haultfoeuille
4. Xiaohong Chen
5. S. Bonhomme
6. Demian Pouzo
7. Arthur Lewbel
8. M. D. Cattaneo

Citations in the corpus

• Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution (2008, unknown): “These restrictions on the instrumental variable are also widely used in relevant studies, such as Kane et al. (1999), Newey (2001) , and Schennach (2004, 2007).”
• Estimation of Nonlinear Models with Measurement Error Using Marginal Information1 (2004, unknown): “Pr à sup |t|≤Tn |φ̂(t)− φ(t)| > 2εn ! ≤ 2A μ εn Tn ¶−1 exp μ − 1 128 nε(2)n ¶ + (57)”
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (2012, background): “See Newey (2001), Mahajan (2006), Hu and Schennach (2008), and Carroll, Chen, and Hu (2010a), among others, for other examples of the use of sieve maximum likelihood in measurement error models and Schennach (2009) and Carroll, Chen, and Hu (2010b) for further details, and an extensive discussion…”
• Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects (2008, unknown): “Example 1: Recent works on nonlinear but classical measurement error models include Hausman, Ichimura, Newey, and Powell (1991), Hausman, Newey, and Powell (1995), Newey (2001), Hsiao and Wang (1995), Li (2002) and Schennach (2004).”
• Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models (2007, methodology): “Recently, Newey (2001) used the sieve MD procedure to estimate a nonlinear measurement error model.”