This paper introduces a general method to convert a model defined by moment conditions that involve both observed and unobserved variables into equivalent moment conditions that involve only observable variables. This task can be accomplished without introducing infinite‐dimensional nuisance...

While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary data set containing correctly measured observations, we establish that the availability of instruments enables the identification of a large class of nonclassical nonlinear...

This paper presents a solution to an important econometric problem, namely the root n consistent estimation of nonlinear models with measurement errors in the explanatory variables, when one repeated observation of each mismeasured regressor is available. While a root n consistent estimator has...

This paper formulates and estimates multistage production functions for children's cognitive and noncognitive skills. Skills are determined by parental environments and investments at different stages of childhood. We estimate the elasticity of substitution between investments in one period and...