Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments … variables, which is typical for empirical applications. For any initial set of moment conditions our approach provides a … variables to address EIV in nonlinear models. …