This paper deals with a nonlinear errors-in-variables model where the distributions of the unobserved predictor variables and of the measurement errors are nonparametric. Using the instrumental variable approach, we propose method of moments estimators for the unknown parameters and...

We consider censored structural latent variables models where some exogenous variables are subject to additive measurement errors. We demonstrate that overidentification conditions can be exploited to provide natural instruments for the variables measured with errors, and we propose a two-stage...

This paper deals with censored or truncated regression models where the explanatory variables are measured with additive errors. We propose a two-stage estimation procedure that combines the instrumental variable method and the minimum distance estimation. This approach produces consistent and...