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

Nayoung Lee, Hyungsik Moon () and Martin Weidner

Economics Letters, 2012, vol. 117, issue 1, 239-242

Abstract: 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)
Date: 2012
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Citations: View citations in EconPapers (20)

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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

DOI: 10.1016/j.econlet.2012.04.109

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