Fève, Frédérique; Florens, Jean-Pierre - In: Journal of Econometrics 181 (2014) 2, pp. 151-164
This paper considers the estimation of panel data models by first differences in the presence of endogenous variables and under an instrumental variables condition. This framework leads to the resolution of linear inverse problems solved using a Tikhonov regularization with L2 or Sobolev...