This paper investigates the effect that covariate measurement error has on a treatment effect analysis built on an unconfoundedness restriction in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate effects of...

We consider the identification and estimation of the average wage return to attaining educational qualifications when attainment is potentially measured with error. By exploiting two independent measures of qualifications, we identify the extent of misclassification in administrative and...

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification. Our regularity conditions are relatively straightforward to verify and also weaker than those available in the literature. The...