Nonparametric identification of a binary random factor in cross section data
نویسندگان
چکیده
منابع مشابه
Nonparametric Identification of a Binary Random Factor in Cross Section Data
Suppose V and U are two independent mean zero random variables, where V has an asymmetric distribution with two mass points and U has a symmetric distribution. We show that the distributions of V and U are nonparametrically identified just from observing the sum V +U , and provide a rate root n estimator. We illustrate the results with an empirical example looking at possible convergence over t...
متن کاملNonparametric Identication of a Binary Random Factor in Cross Section Data
Suppose V and U are two independent mean zero random variables, where V has an asymmetric distribution with two mass points and U has some zero odd moments (having a symmetric distribution su¢ ces). We show that the distributions of V and U are nonparametrically identi ed just from observing the sum V + U , and provide a rate root n estimator. This can permit point identi cation of average trea...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2011
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2011.03.003