This paper investigates the power properties of the Sargan test in the presence of measurement errors in dynamic panel … when the number of cross-sectional units is small and when there are measurement errors in the dependent variable. To …-estimated their employment equations with the difference that we deliberately imposed additive and multiplicative measurement errors …

This paper investigates the power properties of the Sargan test in the presence of measurement errors in dynamic panel … when the number of cross-sectional units is small and when there are measurement errors in the dependent variable. To …-estimated their employment equations with the difference that we deliberately imposed additive and multiplicative measurement errors …

residual microstructure noise and other measurement errors. Such noise is called “realized volatility error”. Since such … measurement errors are ignored, we need to take account of them in estimating and forecasting IV. This paper investigates through …

of the discretionary accruals models studied are biased systematically with measurement errors. …

models are indeed systematically biased with measurement errors. More importantly, our findings largely qualify Zhang …

measurement errors. The underlying reason for this choice of subject matter is that in industrial applications, process data are …-free case. Results indicate that the presence of gauge measurement errors leads the estimator to behave differently depending on …

compared with existing models. We extend the new specification to realized volatility by taking account of measurement errors …