In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these data sets the residuals may be correlated across firms and across time, and OLS standard errors can be biased. Historically, the two literatures have used different solutions to...

We study the effect of additive and multiplicative Berkson measurement error in Cox proportional hazard model. By plotting the true and the observed Survivor function and the true and the observed hazard function dependent on the exposure one can get ideas about the effect of this type of error...