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Title: Identifying Strategic Misreporting and Correcting Biased Estimates.

The paper is in progress and there is no draft yet, below is the abstract of the paper.

 This paper investigates the identification and estimation of non-classical measurement error structures in economic variables and develops practical empirical procedures to correct the resulting biases in subsequent estimations. Methodologically, we construct a structural model to rationalize the non-classical error structure and employ a characteristic function–based approach to identify it without requiring secondary measurements. Building on this, we show how to construct a “pseudo measure” that satisfies the classical measurement error assumption, thereby allowing researchers to apply existing methods originally designed for the classical case to eliminate bias.