increase. The use of instrumental variables to deal with possible measurement errors in the data significantly improves …

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 …

measurement errors in the data. We estimate one and two factor models using panel data allowing the cross sectional and dynamic …

measurement errors. In this paper we analyse the above types of data irregularities on the behaviour of seasonal unit root tests …. It occurs that in most cases outliers and measurement errors can seriously affect inference towards the rejection of … the outliers as well as on the signal to noise ratio associated with measurement errors. Some solutions to the implied …

integration when data is contaminated by noise. In particular, measurement errors, additive outliers, temporary change outliers … that is not too persistent. Keywords: Fractional integration, long memory, outliers, measurement errors, structural change …. Thepurposeofthepresentpaperistoprovideacomparativestudyoftheimplica- tions of noisy data (measurement errors, outliers, and structural breaks) for sample sizes typically dealt with in …