The benefits of panel data are well-documented but missing data problems are often more severe. In particular, units that respond in the first wave may drop out of the panel after one or more periods of participation. This paper focuses on identification and Maximum Likelihood estimation of...

We consider the problem of consistent estimation of nonlinear models with mismeasured explanatory variables, when marginal information on the true values of these variables is available. The marginal distribution of the true variables is used to identify the distribution of the measurement...