The idea of summarizing the information contained in a large number of variables by a small number of "factors" or "principal components" has been broadly adopted in economics and statistics. This paper introduces a generalization of the widely used principal component analysis (PCA) to...

This paper presents a solution to an important econometric problem, namely the root n consistent estimation of nonlinear models with measurement errors in the explanatory variables, when one repeated observation of each mismeasured regressor is available. While a root n consistent estimator has...

This article reviews recent significant progress made in developing estimation and inference methods for nonlinear models in the presence of mismeasured data that may or may not conform to the classical assumption of independent zero-mean errors. The aim is to cover a broad range of methods...