The standard Zipf regression involves a linear relation between the natural logs of the rank and the natural logs of a score on a certain variable. If there are measurement errors in the scores, then the regressor is endogenous and renders Ordinary Least Squares inappropriate. Instrumental...

A parameter of an econometric model is identified if there is a one-to-one or many-to-one mapping from the population distribution of the available data to the parameter. Often, this mapping is obtained by inverting a mapping from the parameter to the population distribution. If the inverse...