Kotlarski's lemma for dyadic models

Grigory Franguridi and Hyungsik Roger Moon

Papers from arXiv.org

Abstract: We show how to identify the distributions of the error components in the two-way dyadic model $y_{ij}=c+\alpha_i+\eta_j+\varepsilon_{ij}$. To this end, we extend the lemma of Kotlarski (1967), mimicking the arguments of Evdokimov and White (2012). We allow the characteristic functions of the error components to have real zeros, as long as they do not overlap with zeros of their first derivatives.

Date: 2025-02
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