Nonparametric identification of dynamic models with unobserved state variables

2012/06/15 by Yingyao Hu, Matthew Shum · 5 citations
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #Algorithm #Applied mathematics #Consumer Market Behavior and Pricing #Econometrics #Economic and Environmental Valuation #Economics of Agriculture and Food Markets #Identification (biology) #Markov chain #Markov model #Markov process #Mathematics #Nonparametric statistics #State (computer science) #State variable #Statistics #Thermodynamics

paper · doi:10.1016/j.jeconom.2012.05.023

openalex publication_date 2012/06/15 · crossref created 2012/06/15 · crossref issued 2012/11/01 · crossref published 2012/11/01 · crossref published-print 2012/11/01 · crossref deposited 2019/06/29 · openalex created_date 2025/10/10 · crossref indexed 2026/06/24 · openalex updated_date 2026/07/28

Citations

• Robust and consistent estimation of nonlinear errors-in-variables models
• Instrumental Variable Estimation of Nonparametric Models
• Estimation of Nonlinear Models with Measurement Error
• Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution
• Instrumental Variable Treatment of Nonclassical Measurement Error Models

Cited by

• Assessing Racial and Educational Segmentation in Large Marriage Markets
• Nonparametric learning rules from bandit experiments: The eyes have it!
• Dynamic decisions under subjective expectations: A structural analysis
• Duality in dynamic discrete-choice models
• Yingyao Hu [wikipedia]