Reference health
Recent Advances in the Measurement Error Literature
141/141 checkable references clean · checked 2026-08-01
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
30 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 141 checked references that resolve
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Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
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Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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Identifiability of parameters in latent structure models with many observed variables
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Instrumental variable estimator for the nonlinear errors-in-variables model
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Well-posedness of measurement error models for self-reported data
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Estimating first-price auctions with an unknown number of bidders: A misclassification approach
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Identifying Distributional Characteristics in Random Coefficients Panel Data Models
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Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics
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The Extent of Measurement Error in Longitudinal Earnings Data: Do Two Wrongs Make a Right?
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Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
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Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
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Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
resolves10.1111/j.1467-9868.2007.00614.x
Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors
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Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
resolves10.1111/j.1468-0262.2007.00794.x
Estimation and Confidence Regions for Parameter Sets in Econometric Models
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Parameter approximations for quantile regressions with measurement error
resolves10.1016/0304-4076(95)01789-5
Higher moment estimators for linear regression models with errors in the variables
resolves10.1111/j.1467-9868.2006.00540.x
Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem
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ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
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Optimal transportation and the falsifiability of incompletely specified economic models
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Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation
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TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL
USING HIGH-ORDER MOMENTS
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On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems
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Nonparametric methods for inference in the presence of instrumental variables
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Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left
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Misclassification of the dependent variable in a discrete-response setting
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Identification and estimation of polynomial errors-in-variables models
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Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
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Identification of Marginal Effects in Nonseparable Models Without Monotonicity
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Consistent estimation for some nonlinear errors-in-variables models
resolves10.1016/j.jeconom.2007.12.001
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution
resolves10.1920/wp.cem.2015.0315
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics
resolves10.1016/j.jeconom.2013.02.005
Identification of first-price auctions with non-separable unobserved heterogeneity
resolves10.1002/jae.1202
Estimation of nonlinear models with mismeasured regressors using marginal information
resolves10.1016/j.jeconom.2014.11.004
Closed-form estimation of nonparametric models with non-classical measurement errors
resolves10.1111/j.0012-9682.2008.00823.x
Instrumental Variable Treatment of Nonclassical Measurement Error Models
resolves10.1016/j.jeconom.2013.03.001
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
resolves10.1016/j.jeconom.2012.05.023
Nonparametric identification of dynamic models with unobserved state variables
resolves10.1108/S0731-9053(2013)0000032003
Identifying Dynamic Games with Serially Correlated Unobservables
resolves10.2307/2171942
An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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Identification and Estimation of Auction Models with Unobserved Heterogeneity
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Three-way arrays: rank and uniqueness of trilinear decompositions, with application to arithmetic complexity and statistics
resolves10.2307/2171884
Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
resolves10.1111/j.1468-0262.2006.00756.x
Estimation of Average Treatment Effects with Misclassification
resolves10.1080/07350015.2012.643126
Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models
resolves10.1016/S0304-4076(02)00120-3
Robust and consistent estimation of nonlinear errors-in-variables models
resolves10.1016/S0304-4076(99)00081-0
Conditionally independent private information in OCS wildcat auctions
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Modeling Response Bias in Count: A Structural Approach With an Application to the National Crime Victimization Survey Data
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Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators
resolves10.1111/j.1468-0262.2006.00677.x
Identification and Estimation of Regression Models with Misclassification
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Inference on Regressions with Interval Data on a Regressor or Outcome
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A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
resolves10.1016/j.jeconom.2007.12.003
Partial identification of probability distributions with misclassified data
resolves10.1016/j.jeconom.2015.08.005
Nonparametric errors in variables models with measurement errors on both sides of the equation
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Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models
resolves10.1111/j.1468-0262.2004.00482.x
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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Empirical likelihood ratio confidence intervals for a single functional
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Consistent moment estimators of regression coefficients in the presence of errors in variables
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Identifiability of a Linear Relation between Variables Which Are Subject to Error
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Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
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Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
resolves10.1016/j.jeconom.2011.09.041
Local indirect least squares and average marginal effects in nonseparable structural systems
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Semiparametric quasilikelihood and variance function estimation in measurement error models
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On uniqueness conditions for Candecomp/Parafac and Indscal with full column rank in one mode
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Semi-Parametric Estimation in the Nonlinear Structural Errors-in-Variables Model
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A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
resolves10.1016/j.jeconom.2011.05.004
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
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no DOI — not checkedAndrews DWK. 2011.Examples of L2-complete and boundedly-complete distributions. Work. Pap. 1801, Cowles Found., Yale Univ., New Haven, CT
no DOI — not checkedBen-Moshe D. 2013.Identification and estimation of factor models using the log characteristic function. Work. Pap., Hebrew Univ., Jerusalem
no DOI — not checkedBen-Moshe D. 2014.Identification of dependent nonparametric distributions in a system of linear equations. Work. Pap., Hebrew Univ., Jerusalem
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no DOI — not checkedFreyberger J. 2012.Nonparametric panel data models with interactive fixed effects. Work. Pap., Northwestern Univ., Evanston, IL
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no DOI — not checkedHeckman JJ, Schennach SM, Williams BD. 2010a.Matching on proxy variables. Work. Pap., Univ. Chicago
no DOI — not checkedHeckman JJ, Schennach SM, Williams BD. 2010b.Nonparametric factor score regression with an application to the technology of skill formation. Work. Pap., Univ. Chicago
no DOI — not checkedHoderlein S, Siflinger B, Winter J. 2015.Identification of structural models in the presence of measurement error due to rounding in survey responses. Work. Pap., Boston Coll.
no DOI — not checkedHu Y, Schennach SM, Shiu JL. 2015.Injectivity of a class of integral operators with compactly supported kernels. Work. Pap., Brown Univ., Providence, RI
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no DOI — not checkedSchennach SM. 2000.Estimation of nonlinear models with measurement error. Work. Pap., Univ. Chicago
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no DOI — not checkedWilhelm D. 2010.Identification and estimation of nonparametric panel data regressions with measurement error. Work. Pap., Univ. Chicago
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