Deconvolution from panel data with unknown error distribution

We devise a new method of estimating a distribution in a deconvolution model with panel data and an unknown distribution of the additive errors. We prove strong consistency under a minimal condition concerning the zero sets of the involved characteristic functions.

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Year of publication:	2007
Authors:	Neumann, Michael H.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 10, p. 1955-1968
Publisher:	Elsevier
Keywords:	Minimum distance Nonparametric deconvolution Strong consistency Panel data Unknown error distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221393