<p><p>We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X, on a response of interest, Y , for a system of recursive structural equations. The system need not exhibit linearity, separability, or monotonicity. Our estimators are local indirect...</p></p>

This paper formulates and estimates a model of the evolution of child cognitive and noncognitive skills as determined by parental investments at different stages of the life cycle. We estimate the elasticity of substitution between contemporaneous investments and inherited stocks of skills to...

This overview of the recent econometrics literature on measurement error in nonlinear models centres on the question of the identification and estimation of general nonlinear models with measurement error. Simple approaches that rely on distributional knowledge regarding the measurement error...

We propose a simple model selection test for choosing among two parametric likelihoods which can be applied in the most general setting without any assumptions on the relation between the candidate models and the true distribution. That is, both, one or neither is allowed to be correctly...

Widely used convolutions and deconvolutions techniques traditionally rely on the assumption of independence, an assumption often criticised as being very strong. We observe that independence is, in fact, not necessary for the convolution theorem to hold. Instead, a much weaker notion, known as...

Virtually all methods aimed at correcting for covariate measurement error in regressions rely on some form of additional information (e.g. validation data, known error distributions, repeated measurements or instruments). In contrast, we establish that the fully nonparametric classical...

This paper introduces a general method to convert a model defined by moment conditions involving both observed and unobserved variables into equivalent moment conditions involving only observable variables. This task can be accomplished without introducing infinite-dimensional nuisance...

We study the scope of local indirect least squares (LILS) methods for nonparametrically estimating average marginal effects of an endogenous cause X on a response Y in triangular structural systems that need not exhibit linearity, separability, or monotonicity in scalar unobservables. One main...

<p>This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with...</p>

While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary dataset containing correctly measured observations, this paper establishes that the availability of instruments enables the identification of a large class of nonclassical nonlinear...