Using higher moments to estimate the simple errors-in-variables model

Using sample moments up to the fourth in the standard simple regression model with measurement errors allows testing whether the parameters are identified by having independent variables that are not normally distributed, These moments can be used to estimate the parameters, if identified consistently and asymptotically efficiently by minimum-chi(2). Available instruments may be used to get more efficient, consistent estimates, A Monte Carlo study indicates that the approach offers a feasible, practical approach to handling errors in variables, Inference may sometimes be improved by using bootstrapped estimates.