MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS

B-Tier
Journal: Econometric Theory
Year: 2014
Volume: 30
Issue: 6
Pages: 1207-1246

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper considers convolution equations that arise from problems such as measurement error and nonparametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions to account for possible singularities; this makes it possible to consider densities for arbitrary and not only absolutely continuous distributions, and to operate with Fourier transforms for polynomially growing regression functions. Results are derived for identification and well-posedness in the topology of generalized functions for the deconvolution problem and for some regression models. Conditions for consistency of plug-in estimation for these models are provided.

Technical Details

RePEc Handle
repec:cup:etheor:v:30:y:2014:i:06:p:1207-1246_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29