Recent advances in the measurement error literature

SM Schennach - Annual review of economics, 2016 - annualreviews.org
This article reviews recent significant progress made in develo** estimation and inference
methods for nonlinear models in the presence of mismeasured data that may or may not …

[BOK][B] Testing statistical hypotheses

EL Lehmann, JP Romano - 1986 - Springer
Chapters 3, 4, 5, 6, and 7 were concerned with the derivation of UMP, UMP unbiased, and
UMP invariant tests. Unfortunately, the existence of such tests turned out to be restricted …

Springer series in statistics

P Bickel, P Diggle, S Fienberg, U Gather, I Olkin… - Principles and Theory …, 2009 - Springer
The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

Estimating the technology of cognitive and noncognitive skill formation

F Cunha, JJ Heckman, SM Schennach - Econometrica, 2010 - Wiley Online Library
This paper formulates and estimates multistage production functions for children's cognitive
and noncognitive skills. Skills are determined by parental environments and investments at …

An IV model of quantile treatment effects

V Chernozhukov, C Hansen - Econometrica, 2005 - Wiley Online Library
The ability of quantile regression models to characterize the heterogeneous impact of
variables on different points of an outcome distribution makes them appealing in many …

Illuminating economic growth

Y Hu, J Yao - Journal of Econometrics, 2022 - Elsevier
This paper seeks to illuminate national accounts GDP growth using satellite-recorded
nighttime lights in a measurement error model framework. Using recently developed results …

Semi‐nonparametric IV estimation of shape‐invariant Engel curves

R Blundell, X Chen, D Kristensen - Econometrica, 2007 - Wiley Online Library
This paper studies a shape‐invariant Engel curve system with endogenous total
expenditure, in which the shape‐invariant specification involves a common shift parameter …

Instrumental variable treatment of nonclassical measurement error models

Y Hu, SM Schennach - Econometrica, 2008 - Wiley Online Library
While the literature on nonclassical measurement error traditionally relies on the availability
of an auxiliary data set containing correctly measured observations, we establish that the …

Measurement error in nonlinear models–a review

SM Schennach - Advances in Economics and Econometrics, 2013 - books.google.com
Measurement error is widespread in statistical and/or economic data and can have
substantial impact on point estimates and statistical inference in general. Accordingly, there …

[BOK][B] Parametric statistical theory

J Pfanzagl - 2011 - books.google.com
This book presents a survey of advanced parametric statistical theory. It requires a basic
knowledge of measure theory and probability theory, at about the level of Ash (1972) or …