کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7358242 1478573 2017 43 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Nonparametric estimation of non-exchangeable latent-variable models
ترجمه فارسی عنوان
برآورد غیر پارامتری مدل های غیر متغیر غیر متغیر
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
We propose a two-step method to nonparametrically estimate multivariate models in which the observed outcomes are independent conditional on a discrete latent variable. Applications include microeconometric models with unobserved types of agents, regime-switching models, and models with misclassification error. In the first step, we estimate weights that transform moments of the marginal distribution of the data into moments of the conditional distribution of the data for given values of the latent variable. In the second step, these conditional moments are estimated as weighted sample averages. We illustrate the method by estimating a model of wages with unobserved heterogeneity on PSID data.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 201, Issue 2, December 2017, Pages 237-248
نویسندگان
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