This paper considers the widely admitted ill-posed inverse problem for measurement error models: estimating the distribution of a latent variable X∗ from an observed sample of X, a contaminated measurement of X∗. We show that the inverse problem is well-posed for self-reporting data under...

In this paper, we consider nonparametric identification and estimation of first-price auction models when N*, the number of potential bidders, is unknown to the researcher, but observed by bidders. Exploiting results from the recent econometric literature on models with misclassification error,...