Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Nayoung Lee, Hyungsik Moon () and Martin Weidner

No CWP37/11, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract:

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method.

Date: 2011-12-15
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (6)

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Related works:
Journal Article: Analysis of interactive fixed effects dynamic linear panel regression with measurement error (2012)
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