This overview of the recent econometrics literature on measurement error in nonlinear models centers on the question of the identification and estimation of general nonlinear models with measurement error. Simple approaches that rely on distributional knowledge regarding the measurement error...

The paper analyses reasons for departures from strong rationality of growth and inflation forecasts based on annual observations from 1963 to 2004. We rely on forecasts from the joint forecast of the so-called "six leading" forecasting institutions in Germany and argue that violations of the...

This paper develops the identification and estimation of nonlinear semi-parametric panel data models with mismeasured variables and their corresponding average partial effects using only three periods of data. The past observables are used as instruments to control the measurement error problem,...