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Measurement error in panel data

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: The Oxford handbook of panel data, (pp. 325-362). 2015

Persistent link: https://www.econbiz.de/10010472599

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

Consistent Estimation of Linear Panel Data Models with Measurement Error

Meijer, Erik - 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/10013029491

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

Differencing as a consistency test for the within estimator

Spierdijk, Laura; Wansbeek, Tom - 2021

Persistent link: https://www.econbiz.de/10012507465

Quantitative effects in panel data modelling

Wansbeek, Tom - 1980

Persistent link: https://www.econbiz.de/10000006754

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

Simple estimators for dynamic panel data models with errors in variables

Wansbeek, Tom; Kapteyn, Arie - 1989

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

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

Cross-sectional dependence in panel data analysis

Sarafidis, Vasilis; Wansbeek, Tom - In: Econometric reviews 31 (2012) 4/6, pp. 483-531

Persistent link: https://www.econbiz.de/10009539714

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