Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables

A-Tier
Journal: Journal of Econometrics
Year: 2017
Volume: 200
Issue: 2
Pages: 238-250

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We consider nonlinear parametric models with an independent variable that is measured with error. The measurement error can be correlated with the true value, i.e., the measurement error is allowed to be nonclassical. We propose a control variable estimator for the parameters of interest. The estimator is consistent even if the latent true value is endogenous. We derive the influence function of the semi-parametric estimator that accounts for the estimation of the control variable in the first stage.

Technical Details

RePEc Handle
repec:eee:econom:v:200:y:2017:i:2:p:238-250
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25