Some remarks on measurement errors and the identification of panel data models*

Cheng Hsiao and G. Taylor

Statistica Neerlandica, 1991, vol. 45, issue 2, 187-194

Abstract: We demonstrate that despite the common worry about the possible correlations between the unobserved individual effects and the explanatory variables in panel data models the likelihood approach can provide a unified framework towards the study of the identification of a panel data model subject to measurement errors. In fact, it can also serve as a basis for deriving efficient estimation methods.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:45:y:1991:i:2:p:187-194

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