Measurement error in nonlinear models : A review

  title={Measurement error in nonlinear models : A review},
  author={Susanne M. Schennach},
This overview of the recent econometrics literature on measurement error in nonlinear models centers on the question of the identification and estimation of general nonlinear models with measurement error. Simple approaches that rely on distributional knowledge regarding the measurement error (such as deconvolution or validation data techniques) are briefly presented. Then follows a description of methods that secure identification via more readily available auxiliary variables (such as… CONTINUE READING
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