Document Type

Article

Date

4-2008

Embargo Period

12-7-2012

Keywords

error component, ordinary smooth, semi-uniform consistency

Disciplines

Economics

Description/Abstract

Deconvolution is a useful statistical technique for recovering an unknown density in the presence of measurement error. Typically, the method hinges on stringent assumptions about the nature of the measurement error, more specifically, that the distribution is entirely known. We relax this assumption in the context of a regression error component model and develop an estimator for the unknown density. We show semi-uniform consistency of the estimator and provide an application to the stochastic frontier model.

Source

local input

Creative Commons License

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

Included in

Economics Commons

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