Measurement error and panel data1

T.J. Wansbeek and Ruud Koning

Statistica Neerlandica, 1991, vol. 45, issue 2, 85-92

Abstract: The underidentification of linear models with measurement error does not necessarily extend to panel data models, as has been shown by GAiliches and Hausman (1986). We discuss and extend some of their results for a simple case and address particular issues concerning identification and asymptotic variances.

Date: 1991
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