Narrow search
Showing 1 - 10 of 550
Cover Image
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - 2011
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …
Persistent link: https://www.econbiz.de/10009419307
Cover Image
Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2019
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012063831
Cover Image
Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2021
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012792731
Cover Image
Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
heterogeneity or unobserved state variables and panel data models with fixed effects. Recent developments in measurement error …
Persistent link: https://www.econbiz.de/10010469057
Cover Image
Identification in a binary choice panel data model with a predetermined covariate
Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2023
We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …
Persistent link: https://www.econbiz.de/10013489540
Cover Image
Identification in dynamic binary choice models
Chamberlain, Gary - 2023
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged …
Persistent link: https://www.econbiz.de/10014316748
Cover Image
Identification in a binary choice panel data model with a predetermined covariate
Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2023
We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …
Persistent link: https://www.econbiz.de/10014316769
Cover Image
Moment restrictions for nonlinear panel data models with feedback
Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2025
Many panel data methods, while allowing for general dependence between covariates and time-invariant agent … panel data models and present constructive methods to derive feasible moment-based estimators for specific models. We also …
Persistent link: https://www.econbiz.de/10015419990
Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/02/22
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variance of the measurement errors is a fraction of that of the mismeasured variables, which is typical for empirical...
Persistent link: https://www.econbiz.de/10013041400
Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10015178608