Analysis of interactive fixed effects dynamic linear panel regression with measurement error

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.

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Year of publication:	2011
Authors:	Lee, Nayoung ; Moon, Hyungsik Roger ; Weidner, Martin
Publisher:	London : Centre for Microdata Methods and Practice (cemmap)
Subject:	dynamic panel \| interactive fixed effects \| measurement error \| LS-MD estimation

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Series:	cemmap working paper ; CWP37/11
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.1920/wp.cem.2011.3711 [DOI] 683532340 [GVK] hdl:10419/64657 [Handle] RePEc:ifs:cemmap:37/11 [RePEc]
Classification:	C23 - Models with Panel Data ; c26
Source:	EconStor

Persistent link: https://www.econbiz.de/10010288324