This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this model is incorrect. We go on to derive the sharp identified set under mean independence assumptions for the instrument and measurement error. The resulting bounds are novel and informative, but fail to point identify the effect of interest. This motivates us to consider alternative and slightly stronger assumptions: we show that adding second and third moment independence assumptions suffices to identify the model.
IECON–Universidad de la República（拉普拉马大学经济研究中心）；Department of Economics, Michigan State University（密歇根州立大学经济学系）；Department of Economics, UC Santa Cruz（加州大学圣克鲁兹分校经济学系）；Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política, CONICET, and Universidad Argentina de la Empresa (UADE), Instituto de Economía (INECO)（布宜诺斯艾利斯大学经济科学学院、跨学科政治经济学研究所、阿根廷国家科学研究委员会、阿根廷企业大学经济研究所）
Testing for Endogeneity: A Moment-Based Bayesian Approach
Federal Reserve Bank of Philadelphia（费城联邦储备银行）；CREST, CNRS, ENSAE, Ecole Polytechnique, Institut Polytechnique de Paris（法国国家科学研究中心、国立统计与行政学院、巴黎综合理工学院、巴黎理工学院）；Olin Business School, Washington University in St. Louis（华盛顿大学圣路易斯分校奥林商学院）
