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Simple estimators for dynamic panel data models with errors in variables

Wansbeek, Tom; Kapteyn, Arie - 1989

Persistent link: https://www.econbiz.de/10000782904

GMM estimation in panel date models with measurement error

Wansbeek, Tom - In: Journal of econometrics 104 (2001) 2, pp. 259-268

Persistent link: https://www.econbiz.de/10001606581

Estimating a dynamic panel data model with heterogenous trends

Wansbeek, Tom; Knaap, Thijs - In: Annales d'économie et de statistique (1999), pp. 331-349

Persistent link: https://www.econbiz.de/10001566524

The sample selection model from a method of moments perspective

Meijer, Erik; Wansbeek, Tom - In: Econometric reviews 26 (2007) 1, pp. 25-51

Persistent link: https://www.econbiz.de/10003509006

Consistent estimation of linear panel data models with measurement error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Journal of econometrics 200 (2017) 2, pp. 169-180

Persistent link: https://www.econbiz.de/10011917166

How measurement error affects inference in linear regression

Meijer, Erik; Oczkowski, Edward A.; Wansbeek, Tom - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 131-155

Persistent link: https://www.econbiz.de/10012488900

Moment conditions for the quadratic regression model with measurement error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Econometric reviews 41 (2022) 7, pp. 749-774

Persistent link: https://www.econbiz.de/10013364905

Consistent estimation of linear panel data models with measurement error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - 2015

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources of moment conditions: (i) restrictions on the...

Persistent link: https://www.econbiz.de/10010472669