An, Yonghong; Hu, Yingyao - In: Journal of Econometrics 168 (2012) 2, pp. 259-269
This paper considers the widely admitted ill-posed inverse problem for measurement error models: estimating the … at zero in the measurement error distribution when they model measurement errors with self-reported data. We also analyze … the implications of our results on the estimation of classical measurement error models. Then by both a Monte Carlo study …