Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Nayoung Lee (),
Hyungsik Moon () and
Economics Letters, 2012, vol. 117, issue 1, 239-242
This paper studies a simple dynamic linear panel 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.
Keywords: Dynamic panel; Interactive fixed effects; Measurement error; LS-MD estimation (search for similar items in EconPapers)
JEL-codes: C23 C26 (search for similar items in EconPapers)
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Working Paper: Analysis of interactive fixed effects dynamic linear panel regression with measurement error (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:117:y:2012:i:1:p:239-242
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