Marc Henry, Koen Jochmans, Bernard Salanié
arXiv 11 Feb 2021 · Econometrics · publishedEconometric Theory (2016) · 12 citations (OpenAlex)
arXiv:2102.06232 · PDF · DOI · OpenAlex · Extracted main text
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.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Henry, M., Y. Kitamura, and B. Salanié (2014) Partial identification of finite mixtures in econometric models self | 1.000 | 6 | 4 | 100% |
| 2 | Hall, P. and X.-H. Zhou (2003) Nonparametric identification of component distributions in a multivariate mixture | 0.874 | 5 | 2 | 100% |
| 3 | Heckman, J. J (1990) Varieties of selection bias | 0.644 | 2 | 2 | 100% |
| 4 | Mahajan, A (2006) Identification and estimation of regression models with misclassification | 0.644 | 2 | 2 | 100% |
| 5 | Bordes, L., S. Mottelet, and P. Vandekerkhove (2006) Semiparametric estimation of a two-component mixture model | 0.511 | 2 | 1 | 100% |
| 6 | D'Haultfuille, X. and P. Février (2015) Identification of mixture models using support variations | 0.511 | 2 | 1 | 100% |
| 7 | Einmahl, J (1992) Limit theorems for tail processes with application to intermediate quantile estimation | 0.511 | 2 | 1 | 100% |
| 8 | Acemoglu, D., V. Carvalho, A. Ozdaglar, and A. Tabaz-Salehi (2012) The network origins of aggregate fluctuations | 0.405 | 1 | 1 | 100% |
| 9 | Allman, E. S., C. Matias, and J. A. Rhodes (2009) Identifiability of parameters in latent structure models with many observed variables | 0.405 | 1 | 1 | 100% |
| 10 | Andrews, D. W. K. and M. M. A. Schafgans (1998) Semiparametric estimation of the intercept of a sample selection model | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 34 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Nonparametric Analysis of Finite Mixtures | 0.405 | 1 | 1 |