Some Extensions Of A Lemma Of Kotlarski
This note demonstrates that the conditions of Kotlarski’s (1967, Pacific Journal of Mathematics 20(1), 69–76) lemma can be substantially relaxed. In particular, the condition that the characteristic functions of M , U 1 , and U 2 are nonvanishing can be replaced with much weaker conditions: The characteristic function of U 1 can be allowed to have real zeros, as long as the derivative of its characteristic function at those points is not also zero; that of U 2 can have an isolated number of zeros; and that of M need satisfy no restrictions on its zeros. We also show that Kotlarski’s lemma holds when the tails of U 1 are no thicker than exponential, regardless of the zeros of the characteristic functions of U 1 , U 2 , or M .
Volume (Year): 28 (2012)
Issue (Month): 04 (August)
|Contact details of provider:|| Postal: |
Web page: http://journals.cambridge.org/jid_ECT
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kennan,J. & Walker,J.R., 2003.
"The effect of expected income on individual migration decisions,"
7, Wisconsin Madison - Social Systems.
- John Kennan & James R. Walker, 2011. "The Effect of Expected Income on Individual Migration Decisions," Econometrica, Econometric Society, vol. 79(1), pages 211-251, 01.
- John Kennan & James R. Walker, 2003. "The Effect of Expected Income on Individual Migration Decisions," NBER Working Papers 9585, National Bureau of Economic Research, Inc.
- Li, Tong & Perrigne, Isabelle & Vuong, Quang, 2000. "Conditionally independent private information in OCS wildcat auctions," Journal of Econometrics, Elsevier, vol. 98(1), pages 129-161, September.
- Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
- Susanne M Schennach, 2007.
"Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models,"
Econometric Society, vol. 75(1), pages 201-239, 01.
- Susanne M. Schennach, 2004. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometric Society 2004 North American Summer Meetings 602, Econometric Society.
- Elena Krasnokutskaya, 2011. "Identification and Estimation of Auction Models with Unobserved Heterogeneity," Review of Economic Studies, Oxford University Press, vol. 78(1), pages 293-327.
- Carrasco, Marine & Florens, Jean-Pierre, 2011.
"A Spectral Method For Deconvolving A Density,"
Cambridge University Press, vol. 27(03), pages 546-581, June.
- Manuel Arellano & Stéphane Bonhomme, 2009.
"Identifying distributional characteristics in random coefficients panel data models,"
CeMMAP working papers
CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2012. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," Review of Economic Studies, Oxford University Press, vol. 79(3), pages 987-1020.
- Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics In Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI.
- Susanne M. Schennach, 2004. "Estimation of Nonlinear Models with Measurement Error," Econometrica, Econometric Society, vol. 72(1), pages 33-75, 01.
- Stéphane Bonhomme & Jean-Marc Robin, 2010.
"Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics,"
Review of Economic Studies,
Oxford University Press, vol. 77(2), pages 491-533.
- Stéphane Bonhomme & Jean-Marc Robin, 2008. "Generalized nonparametric deconvolution with an application to earnings dynamics," CeMMAP working papers CWP03/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:28:y:2012:i:04:p:925-932_00. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.