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Kotlarski's lemma for dyadic models

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  • Grigory Franguridi
  • Hyungsik Roger Moon

Abstract

We show how to identify the distributions of the error components in the two-way dyadic model $y_{ij}=c+\alpha_i+\eta_j+\varepsilon_{ij}$. To this end, we extend the lemma of Kotlarski (1967), mimicking the arguments of Evdokimov and White (2012). We allow the characteristic functions of the error components to have real zeros, as long as they do not overlap with zeros of their first derivatives.

Suggested Citation

  • Grigory Franguridi & Hyungsik Roger Moon, 2025. "Kotlarski's lemma for dyadic models," Papers 2502.02734, arXiv.org.
    • Handle: RePEc:arx:papers:2502.02734
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    References listed on IDEAS

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    4. Li, Tong, 2002. "Robust and consistent estimation of nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 110(1), pages 1-26, September.
    5. Li, Siran & Zheng, Xunjie, 2020. "A generalization of Lemma 1 in Kotlarski (1967)," Statistics & Probability Letters, Elsevier, vol. 165(C).
    6. Kurisu, Daisuke & Otsu, Taisuke, 2022. "On The Uniform Convergence Of Deconvolution Estimators From Repeated Measurements," Econometric Theory, Cambridge University Press, vol. 38(1), pages 172-193, February.
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