-likelihood methods weighted by the inverse of the IV propensity score - so-called inverse probability weighted regression adjustment …

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context … offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources …

This paper contributes to the GMM literature by introducing the idea of self-instrumenting target variables instead of …¤erent experimental designs and sample sizes, including in the case of experiments where the system GMM estimators are inconsistent. We …

. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … new quantile regression estimator. Monte Carlo studies are carried out to study the small sample behavior of the proposed …