Analysis of interactive fixed effects dynamic linear panel regression with measurement error
This paper studies a simple dynamic panel linear 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.
Year of publication: |
2011-12
|
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Authors: | Lee, Nayoung ; Moon, Hyungsik Roger ; Weidner, Martin |
Institutions: | Centre for Microdata Methods and Practice (CEMMAP) |
Saved in:
freely available
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