Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79260
Authors: 
Schennach, Susanne M.
Hu, Yingyao
Lewbel, Arthur
Year of Publication: 
2007
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP14/07
Abstract: 
This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with normally distributed variables as a special case. This result relies on standard primitive regularity conditions taking the form of smoothness and monotonicity of the regression function and nonvanishing characteristic functions of the disturbances.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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