Journal of Econometrics · 2020 · Susanne M. Schennach、Vincent Starck
中文摘要
我们提出一种新的估计方法,通过利用空间数据的可获得性来处理协变量测量误差问题。该方法在适当控制观测之间的随机距离(控制方式使得能够运用算子对角化方法建立识别)之后,将邻近观测用作重复测量。该方法适用于含有潜在非经典误差的一般非线性模型,且不依赖于对任何变量的先验分布假设。该方法的实施将筛半参数极大似然与第一步的核条件密度估计量以及模拟方法相结合。通过受控模拟以及将该方法应用于评估前殖民时期政治结构对非洲当前经济发展的影响,展示了该方法的有效性。
Abstract
We propose a new estimation methodology to address the presence of covariate measurement error by exploiting the availability of spatial data.The approach uses neighboring observations as repeated measurements, after suitably controlling for the random distance between the observations in a way that allows the use of operator diagonalization methods to establish identification.The method is applicable to general nonlinear models with potentially nonclassical errors and does not rely on a priori distributional assumptions regarding any of the variables.The method's implementation combines a sieve semiparametric maximum likelihood with a first-step kernel conditional density estimator and simulation methods.The method's effectiveness is illustrated through both controlled simulations and an application to the assessment of the effect of pre-colonial political structure on current economic development in Africa.