Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

Milda Norkuté, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui

ISER Discussion Paper from Institute of Social and Economic Research, The University of Osaka

Abstract: This paper develops two instrumental variable (IV) estimators for dynamic panel data

Date: 2018-02, Revised 2019-04
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (2021)
Working Paper: Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:dpr:wpaper:1019r

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