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A comparison of aggregate and disaggregate estimators for panel data models with measurement errors

Biørn, Erik - 1990

Persistent link: https://www.econbiz.de/10000837664

Panel data, heterogeneity, and aggregation : a general moment estimator with applications

Biørn, Erik - 1997

Persistent link: https://www.econbiz.de/10000975867

Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences

Biørn, Erik - 1998

Persistent link: https://www.econbiz.de/10000991387

The labour input response to permanent changes in output : errors in variables econometrics based on panel data

Biørn, Erik - 1996

Persistent link: https://www.econbiz.de/10000936684

Panel data with errors-in-variables : essential and redundant orthogonality conditions in GMM-estimation

Biørn, Erik - In: Economics letters 59 (1998) 3, pp. 275-282

Persistent link: https://www.econbiz.de/10001242935

How is generalized least squares related to within and between estimators in unbalanced panel data?

Biørn, Erik (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001593346

The bias of some estimators for panel data models with measurement errors

Biørn, Erik - In: Empirical economics : a journal of the Institute for … 17 (1992) 1

Persistent link: https://www.econbiz.de/10001279140

Variable differencing and GMM estimation with panel data with errors-in-variables

Biørn, Erik - 1997

Persistent link: https://www.econbiz.de/10000968711

Econometric models for panel data with time invariant and individual invariant variables : a note

Biørn, Erik - 1988

Persistent link: https://www.econbiz.de/10000760196

Panel data dynamics and measurement errors : GMM bias, IV validity and model fit ; a Monte Carlo study

Biørn, Erik; Han, Xuehui - 2012 - Published Oct 24, 2012 02:35 PM, Last modified Oct 24, 2012 02:35 PM

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators are explored by Monte Carlo (MC) simulations. Two kinds...

Persistent link: https://www.econbiz.de/10009632935