Allowing for misspecification in the linear conditional quantile function, this paper provides a new interpretation and … attractive features of ordinary least squares: interpretability and semiparametric efficiency under misspecification. …

This paper studies the problem of identification and estimation in nonparametric regression models with a misclassified … underlying variable but unrelated to the measurement error. Identification for semi-parametric and parametric regression … functions follows straightforwardly from the basic identification result. We propose a kernel estimator based on the …