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
Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...
We propose a two-step method to nonparametrically estimate multivariate models in which the observed...
AbstractIn this paper a nonparametric latent variable model is estimated without specifying the unde...
A semiparametric model for observational data combines a parametric form for some component of the d...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...
AbstractIn this paper a nonparametric latent variable model is estimated without specifying the unde...
In this paper, we construct a non-parametric estimator of the distributions of latent factors in lin...
In this paper, we construct a non-parametric estimator of the distributions of latent factors in lin...
In econometrics there are many occasions where knowledge of the structural relationship among depend...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...
We propose a two-step method to nonparametrically estimate multivariate models in which the observed...
AbstractIn this paper a nonparametric latent variable model is estimated without specifying the unde...
A semiparametric model for observational data combines a parametric form for some component of the d...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...
AbstractIn this paper a nonparametric latent variable model is estimated without specifying the unde...
In this paper, we construct a non-parametric estimator of the distributions of latent factors in lin...
In this paper, we construct a non-parametric estimator of the distributions of latent factors in lin...
In econometrics there are many occasions where knowledge of the structural relationship among depend...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linea...
Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...
Given a model that can be simulated, conditional moments at a trial parameter value can be calculate...