This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...

This paper estimates a structural model of private provision of public goods to provide some new empirical evidence on individuals' strategic contributing behaviors. In the model, individuals' contributing behaviors are allowed to be heterogenous and time-varying. We show that all the main...

This paper presents identification and estimation results for a flexible state space model. Our modification of the canonical model allows the permanent component to follow a unit root process and the transitory component to follow a semiparametric model of a higher‐order...

This paper studies dynamic discrete choices by relaxing the assumption of rational expectations. That is, agents' subjective expectations about the state transition are unknown and allowed to differ from their objectively estimable counterparts. We show that agents' subjective expectations and...

This paper considers nonparametric identification of nonlinear dynamic models for panel data with unobserved voariates. Including such unobserved covariates may control for both the individual-specific unobserved heterogeneity and the endogeneity of the explanatory variables. Without specifying...

This online appendix accompanies the paper "Misclassification Errors and the Underestimation of the U.S. Unemployment Rate" by Shuaizhang Feng and Yingyao Hu. Section 1 of the appendix lists summary statistics of the CPS sample used in the paper. Section 2 of the appendix provides a detailed...