尾部限制下两组分混合物的推断
Inference on two component mixtures under tail restrictions
摘要：
许多计量经济学模型可以作为有限混合物进行分析。我们专注于两个组件的混合物，我们表明，他们是nonparametrically点确定的排除限制和尾部限制的组合。我们的识别分析表明，简单的封闭形式估计的成分分布和混合比例，以及规格测试。我们推导出他们的渐近性质尾经验过程的结果，我们提出了一个模拟研究，记录他们的有限样本性能。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
