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Linear Panel Regression Models with Non-Classical Measurement Errors : An Application to Investment Equations

Hayakawa, Kazuhiko; Yamagata, Takashi - 2022

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

Persistent link: https://www.econbiz.de/10014080800

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

Baltagi, Badi H. - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

Persistent link: https://www.econbiz.de/10012915736

Panel regression with multiplicative measurement errors

Ronning, Gerd; Schneeweiß, Hans - In: Economics letters 110 (2011) 2, pp. 136-139

Persistent link: https://www.econbiz.de/10009241675

The PCSE estimator is good : just not as good as you think

Reed, W. Robert; Webb, Rachel - In: Journal of time series econometrics 2 (2010) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10009623318

Standardized LM tests for spatial error dependence in linear or panel regression

Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134

Persistent link: https://www.econbiz.de/10009722509

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - In: Economics letters 117 (2012) 1, pp. 239-242

Persistent link: https://www.econbiz.de/10009697803

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

Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels

Hoang, Trang; Wooldridge, Jeffrey M. - In: Economics letters 234 (2024), pp. 1-3

Persistent link: https://www.econbiz.de/10015065770

Linear panel regression models with non-classical measurement error : an application to investment equations

Hayakawa, Kazuhiko; Yamagata, Takashi - 2022

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

Persistent link: https://www.econbiz.de/10013355213

Inference on factor structures in heterogeneous panels

Castagnetti, Carolina; Rossi, Eduardo; Trapani, Lorenzo - In: Journal of econometrics 184 (2015) 1, pp. 145-157

Persistent link: https://www.econbiz.de/10011326797