Article ID Journal Published Year Pages File Type
5058029 Economics Letters 2016 4 Pages PDF
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.

Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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