In linear regression models, measurement error in a covariate causes Ordinary Least Squares (OLS) to be biased and inconsistent. Instrumental Variables (IV) is a common solution. While IV is also biased, it is consistent. Here, we undertake an asymptotic comparison of OLS and IV in the case...

Estimation of the causal effect of a binary treatment on outcomes often requires conditioning on covariates to address selection on observed variables. This is not straightforward when one or more of the covariates are measured with error. Here, we present a new semi-parametric estimator that...

In recent years a number of panel estimators have been suggested for sample selection models, where both the selection equation and the equation of interest contain individual effects which are correlated with the explanatory variables. We review and compare some of these estimators, and apply...

We consider both a parametric and a semiparametric method to account for classification errors on the dependent variable in an ordered response model. The methods are applied to the analysis of self-reported speaking fluency of male immigrants in Germany. We find that a parametric model which...

In recent years a number of panel estimators have been suggested for sample selection models, where both the selection equation and the equation of interest contain individual effects which are correlated with the explanatory variables. We review and compare some of these estimators, and apply...