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.

Comparisons of within and between estimators using the conventional Hausman test may be subject to statistical problems if the within variation is not sufficiently large. Adopting an alternative asymptotic approximation, we propose a modification of Hausman test that is valid whether the within...

Using a unique data set that merges an electric utility’s residential customer monthly electricity consumption in 2008 with household level data on demographics, structure and neighborhood characteristics and the political party of registration for the head of household, this paper documents...