Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/49896
Authors: 
Hu, Yingyao
Ridder, Geert
Year of Publication: 
2009
Series/Report no.: 
Working papers // the Johns Hopkins University, Department of Economics 554
Abstract: 
We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semi-parametric MLE that is shown to be consistent and asymptotically normally distributed. In a simulation experiment we find that the finite sample distribution of the estimator is close to the asymptotic approximation. The semi-parametric MLE is applied to a duration model for AFDC welfare spells with misreported welfare benefits. The marginal distribution of the correctly measured welfare benefits is obtained from an administrative source.
Subjects: 
Measurement error model
marginal information
deconvolution
Fourier transform
duration model
welfare spells
JEL: 
C14
C41
I38
Document Type: 
Working Paper

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