IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS

• Published in: Econometric theory Vol. 33; no. 4; pp. 955 - 979
• Main Authors: Hu, Yingyao, Sasaki, Yuya
• Format: Journal Article
• Language: English
• Published: New York, USA Cambridge University Press 01.08.2017
• Subjects: Academic achievement; Econometrics; Economic theory; Education; Error analysis; Measurement; Panel data; United States > US

This paper studies the paired nonseparable measurement error models, where two measurements, X and Y, are produced by mutually independent unobservables, U, V, and W, through the system, X = g(U,V) and Y = h(U,W). We propose restrictions to identify the marginal distribution of the common component...