sources of asymptotic bias of the LS estimator: bias due to correlation or heteroscedasticity of the idiosyncratic error term …, and bias due to predetermined (as opposed to strictly exogenous) regressors. We provide an estimator for the bias and a … bias corrected LS estimator for the case where idiosyncratic errors are independent across both panel dimensions …

well additional bias terms in the asymptotic expansion of the estimator. If R does not increase as fast as T, the leading … bias term dominates the leading variance term and the asymptotic distribution might not be centered at 0. This paper … suggests methods to eliminate the leading bias term from the asymptotic expansion. Furthermore, an adjustment to the asymptotic …

(LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …

bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … mean and variance have been derived. Given a closed-form expression for the bias, bias-corrected estimator of the …-parametric and easy to implement. Our approach can be connected to corrections for selection bias and shrinkage estimation and is to …

bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the …

their framework to consider measurement error due to the use of proxy/representative respondents. First, we document a … reduction in the gender gap can be smaller than what the estimates without taking into account the measurement error might … suggest. We conclude that a careful validation study would be necessary to ascertain the magnitude of the spurious measurement …

The impact of measurement error in explanatory variables on quantile regression functions is investigated using a small … approximation to investigate the sensitivity of estimates to varying amounts of measurement error. …

used is the concept of measurement systems in which a vector of observed variables is expressed as a (possibly nonlinear or …