Least squares estimation of a panel data model with multifactor error structure and endogenous covariates

We propose a method for estimating the slope parameter in an interactive effects panel data model with endogenous loadings and factors, and endogenous regressors.

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Year of publication:	2011
Authors:	Harding, Matthew ; Lamarche, Carlos
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 111.2011, 3, p. 197-199
Publisher:	Elsevier
Keywords:	Panel data Instrumental variables Interactive fixed effects

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009218898