  Economic data are often contaminated by measurement errors and truncated by
ranking. This paper shows that the classical measurement error model with
independent and additive measurement errors is identified nonparametrically
using only two order statistics of repeated measurements. The identification
result confirms a hypothesis by Athey and Haile (2002) for a symmetric
ascending auction model with unobserved heterogeneity. Extensions allow for
heterogeneous measurement errors, broadening the applicability to additional
empirical settings, including asymmetric auctions and wage offer models. We
adapt an existing simulated sieve estimator and illustrate its performance in
finite samples.
