Identification in nonseparable models with measurement errors and endogeneity

Yingyao Hu, Ji Liang Shiu, Tiemen M Woutersen

Research output: Contribution to journalArticle

3 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 languageEnglish (US)
Pages (from-to)33-36
Number of pages4
JournalEconomics Letters
Volume144
DOIs
StatePublished - 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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