Identification in nonseparable models with measurement errors and endogeneity

Yingyao Hu; Ji Liang Shiu; Tiemen M Woutersen

doi:10.1016/j.econlet.2016.04.009

Identification in nonseparable models with measurement errors and endogeneity

Yingyao Hu
, Ji Liang Shiu
, Tiemen M Woutersen

Economics

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

Economic variables are often measured with errors and may be endogenous. This paper extends Chesher (2003) and gives new identification results for the ratio of partial effects in a class of nonseparable index models with measurement error and endogeneity. The identification restrictions include a triangular system and the derivative of some conditional mean functions being nonzero. An example that motivates the paper is identification of the labor supply elasticity.

Original language	English (US)
Pages (from-to)	33-36
Number of pages	4
Journal	Economics Letters
Volume	144
DOIs	https://doi.org/10.1016/j.econlet.2016.04.009
State	Published - Jul 1 2016

Keywords

Labor supply elasticity
Measurement error and endogeneity
Nonclassical measurement error

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/j.econlet.2016.04.009

Cite this

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title = "Identification in nonseparable models with measurement errors and endogeneity",

abstract = "Economic variables are often measured with errors and may be endogenous. This paper extends Chesher (2003) and gives new identification results for the ratio of partial effects in a class of nonseparable index models with measurement error and endogeneity. The identification restrictions include a triangular system and the derivative of some conditional mean functions being nonzero. An example that motivates the paper is identification of the labor supply elasticity.",

keywords = "Labor supply elasticity, Measurement error and endogeneity, Nonclassical measurement error",

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AU - Hu, Yingyao

AU - Shiu, Ji Liang

AU - Woutersen, Tiemen M

PY - 2016/7/1

Y1 - 2016/7/1

N2 - Economic variables are often measured with errors and may be endogenous. This paper extends Chesher (2003) and gives new identification results for the ratio of partial effects in a class of nonseparable index models with measurement error and endogeneity. The identification restrictions include a triangular system and the derivative of some conditional mean functions being nonzero. An example that motivates the paper is identification of the labor supply elasticity.

AB - Economic variables are often measured with errors and may be endogenous. This paper extends Chesher (2003) and gives new identification results for the ratio of partial effects in a class of nonseparable index models with measurement error and endogeneity. The identification restrictions include a triangular system and the derivative of some conditional mean functions being nonzero. An example that motivates the paper is identification of the labor supply elasticity.

KW - Labor supply elasticity

KW - Measurement error and endogeneity

KW - Nonclassical measurement error

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UR - https://www.scopus.com/pages/publications/84964827482#tab=citedBy

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DO - 10.1016/j.econlet.2016.04.009

M3 - Article

AN - SCOPUS:84964827482

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SP - 33

EP - 36

JO - Economics Letters

JF - Economics Letters

ER -

Identification in nonseparable models with measurement errors and endogeneity

Abstract

Keywords

ASJC Scopus subject areas

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