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

Nayoung Lee; Hyungsik Roger Moon; Martin Weidner

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. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation

MoreLess

Year of publication:	2011
Authors:	Lee, Nayoung ; Moon, Hyungsik Roger ; Weidner, Martin
Publisher:	London : Centre for Microdata Methods and Practice
Subject:	Panel \| Panel study \| Statistischer Fehler \| Statistical error \| Regressionsanalyse \| Regression analysis \| Systematischer Fehler \| Bias \| Schätztheorie \| Estimation theory

freely available

Full text |

More access options

www.cemmap.ac.uk

dx.medra.org

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	Online-Ressource (PDF-Datei: 12 S., 307 KB) graph. Darst.
Series:	CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. 37/11
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	10.1920/wp.cem.2011.3711 [DOI] hdl:10419/64657 [Handle]
Classification:	C23 - Models with Panel Data ; c26
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009419307