Deconvolution from panel data with unknown error distribution

Michael H. Neumann

Journal of Multivariate Analysis, 2007, vol. 98, issue 10, 1955-1968

Abstract: 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.

Keywords: Minimum; distance; Nonparametric; deconvolution; Strong; consistency; Panel; data; Unknown; error; distribution (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (17)

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