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Least squares estimation of a panel data model with multifactor error structure and endogenous covariates

Matthew Harding () and Carlos Lamarche

Economics Letters, 2011, vol. 111, issue 3, 197-199

Abstract: We propose a method for estimating the slope parameter in an interactive effects panel data model with endogenous loadings and factors, and endogenous regressors.

Keywords: Panel; data; Instrumental; variables; Interactive; fixed; effects (search for similar items in EconPapers)
Date: 2011
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Handle: RePEc:eee:ecolet:v:111:y:2011:i:3:p:197-199