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

This paper studies a simple dynamic linear panel 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:	2012
Authors:	Lee, Nayoung ; Moon, Hyungsik Roger ; Weidner, Martin
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 1, p. 239-242
Publisher:	Elsevier
Subject:	Dynamic panel \| Interactive fixed effects \| Measurement error \| LS-MD estimation

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Type of publication:	Article
Classification:	C23 - Models with Panel Data ; c26
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010580507