Cho, JoonHwan; Luo, Yao; Xiao, Ruli - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 1065-1106
Economic data are often contaminated by measurement errors and truncated by ranking. This paper shows that the classical measurement error model with independent and additive measurement errors is identified nonparametrically using only two order statistics of repeated measurements. The...
