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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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