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

Nayoung Lee, Hyungsik Roger Moon and Martin Weidner

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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.

Date: 2026-05
New Economics Papers: this item is included in nep-dcm
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Published in Economics Letters 117 (2012) 239-242

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2605.02311

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