We study semiparametric efficiency bounds and efficient estimation of parameters defined through general nonlinear, possibly non-smooth and over-identified moment restrictions, where the sampling information consists of a primary sample and an auxiliary sample. The variables of interest in the...

This paper considers identification and inference of a general latent nonlinear model using two samples, where a covariate contains arbitrary measurement errors in both samples, and neither sample contains an accurate measurement of the corresponding true variable. The primary sample consists of...