Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables

Erik Biorn and Tor Klette

Memorandum from Oslo University, Department of Economics

Abstract: Procedures for estimating a linear single-equation model by means of panel data with errors-in-variables are considered. To eliminate fixed individual heterogeneity, the equation is differenced across one or more than one periods. The differenced equations can be estimated by using as instruments for the differenced error-ridden regressor, level values of this regressor (both leads and lags). General Method of Moments (GMM) procedures for the complete system of differenced equations are considered.

Keywords: MATHEMATICS; MODELS; EVALUATION (search for similar items in EconPapers)
JEL-codes: C12 C13 C23 C33 (search for similar items in EconPapers)
Pages: 40 pages
Date: 1997
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hhs:osloec:1997_016

Access Statistics for this paper

More papers in Memorandum from Oslo University, Department of Economics Department of Economics, University of Oslo, P.O Box 1095 Blindern, N-0317 Oslo, Norway. Contact information at EDIRC.
Bibliographic data for series maintained by Mari Strønstad Øverås ().