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  • Search: subject:"nonstandard asymptotic approximation"
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Year of publication
Subject
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nonstandard asymptotic approximation 10 errors-in-variables 8 nonparametric identification 8 Momentenmethode 6 Nichtparametrische Schätzung 6 Schätztheorie 6 Simulation 6 Statistischer Fehler 6 nonclassical measurement errors 6 Estimation theory 5 Method of moments 5 Nonparametric estimation 5 Statistical error 5 instrumental variables 4 Errors-In-Variables 2 IV-Schätzung 2 Instrumental variables 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 measurement error robust GMM 2 moment conditions 2 non-classical measurement errors 2
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Online availability
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Free 10
Type of publication
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Book / Working Paper 10
Type of publication (narrower categories)
All
Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
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English 10
Author
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Evdokimov, Kirill S. 10 Zeleneev, Andrei 10
Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 5 cemmap working paper 5
Source
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ECONIS (ZBW) 5 EconStor 5
Showing 1 - 10 of 10
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10015193958
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10015178608
Saved in:
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014581781
Saved in:
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: March 15, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014513441
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Simple estimation of semiparametric models with measurement errors
Zeleneev, Andrei; Evdokimov, Kirill S. - 2023
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014480391
Saved in:
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Simple estimation of semiparametric models with measurement errors
Zeleneev, Andrei; Evdokimov, Kirill S. - 2023 - This version: May 10, 2023
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014312055
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014302510
Saved in:
Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variance of the measurement errors is a fraction of that of the mismeasured variables, which is typical for empirical...
Persistent link: https://www.econbiz.de/10013253007
Saved in:
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/02/22
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variance of the measurement errors is a fraction of that of the mismeasured variables, which is typical for empirical...
Persistent link: https://www.econbiz.de/10013041400
Saved in:
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/09/26
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10013393514
Saved in:
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