General Method of Moments (GMM) estimation of a linear one-equation model using panel data with errors-in-variables is …

General Method of Moments (GMM) estimation of a linear one-equation model using panel data with errors-in-variables is …

We consider a framework for analyzing panel data characterized by: (i) a system of regressions equations, (ii) random … individual heterogeneity in both intercepts and slope coefficients, and (iii) unbalanced panel data, i.e., panel data where the …

effects in the intercept terms from unbalanced panel data, i.e., panel data where the individual time series have unequal …

measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … inference using the level version of the equation seems superior to inference based on the equation in differences. -- Panel …

-year unbalanced panel data set from Norwegian farm couples (households) and logit modeling of one-period transition … market transitions ; agriculture ; panel data ; markov chain ; logit analysis ; state dependence ; multiple job-holding …

The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

A system of regression equations (SURE) for analyzing panel data with random heterogeneity in intercepts and … coefficients, and unbalanced panel data is considered. A Maximum Likelihood (ML) procedure for joint estimation of all parameters …' of the proposed algorithm for modified ML estimation is illustrated by using panel data for output, inputs and costs for …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …