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 …) heteroskedasticity and nonlinearity in the relation between the error-ridden covariate and another, error-free, covariate in the equation …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some …

The Generalized Method of Moments (GMM) is discussed for handling the joint occurrence of fixed effects and random … measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … is assumed. Two specializations of GMM are considered: (i) using instruments (IVs) in levels for a differenced version of …

macroeconomics. When estimated on micro-data these equations are typically linearized so standard IV or GMM methods can be employed …

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be … eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …

This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be … eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … strength of autocorrelation and the size of the IV set. GMM procedures using IVs in differences on equations in levels, in … country panel data supplements the simulation results. …

conflict and disaster. We exploit a large panel dataset that includes official development aid, and information about the … disaggregated fashion - for each donor individually - as donors clearly have different agendas. Applying GMM techniques we account …