In this paper we consider a weighted harmonic mean of two inconsistent estimators to propose a new estimator of the coefficient of a linear regression model with measurement errors. The proposed estimator is simple and it does not depend on any unknown quantity. The approximate bias and MSE of...

This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both the fixed individual effects and the time effects present. The marginal effect is of the main interest. A within-group type nonparametric estimator is developed, where the...