This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method. -- dynamic panel ; interactive...

In this paper, we analyze the nonparametric part of a partially linear model when the covariates in parametric and non-parametric parts are subject to measurement errors. Based on a two-stage semi-parametric estimate, we construct a uniform con dence surface of the multivariate function for...

This paper examines the effect of measurement error in the dependent variable on quantile regression, because unlike OLS regression, even classical measurement error can generate bias. I examine the pattern and size of the bias using both simulation and an empirical example. The simulations...