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dc.contributor.authorJochmans, Koen
dc.contributor.authorHenry, M
dc.contributor.authorSalanié, B
dc.date.accessioned2019-05-06T23:30:22Z
dc.date.available2019-05-06T23:30:22Z
dc.date.issued2017-06-01
dc.identifier.issn0266-4666
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/292430
dc.description.abstract© 2016 Cambridge University Press. Many econometric models can be analyzed as finite mixtures. We focus on two-component mixtures, and we show that they are nonparametrically point identified by a combination of an exclusion restriction and tail restrictions. Our identification analysis suggests simple closed-form estimators of the component distributions and mixing proportions, as well as a specification test. We derive their asymptotic properties using results on tail empirical processes and we present a simulation study that documents their finite-sample performance.
dc.publisherCambridge University Press (CUP)
dc.rightsAll rights reserved
dc.titleINFERENCE on TWO-COMPONENT MIXTURES under TAIL RESTRICTIONS
dc.typeArticle
prism.endingPage635
prism.issueIdentifier3
prism.publicationDate2017
prism.publicationNameEconometric Theory
prism.startingPage610
prism.volume33
dc.identifier.doi10.17863/CAM.39587
dcterms.dateAccepted2016-03-07
rioxxterms.versionofrecord10.1017/S0266466616000098
rioxxterms.versionAM
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserved
rioxxterms.licenseref.startdate2017-06-01
dc.contributor.orcidJochmans, Koen [0000-0002-3090-3003]
dc.identifier.eissn1469-4360
rioxxterms.typeJournal Article/Review
cam.issuedOnline2016-04-04
rioxxterms.freetoread.startdate2018-06-01


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