Nonparametric identification of the classical errors-in-variables model without side information

Susanne Schennach, Yingyao Hu and Arthur Lewbel

No 674, Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: 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 normally distributed variables as a special case. This result relies on standard primitive regularity conditions taking the form of smoothness and monotonicity of the regression function and nonvanishing characteristic functions of the disturbances.

Keywords: errors in variables; nonparametric estimation; identification (search for similar items in EconPapers)
JEL-codes: C14 C20 (search for similar items in EconPapers)
Pages: 21 pages
Date: 2007-07-16
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/EC-P/wp674.pdf main text (application/pdf)

Related works:
Working Paper: Nonparametric identification of the classical errors-in-variables model without side information (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocoec:674

Access Statistics for this paper

More papers in Boston College Working Papers in Economics from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().