algebraic transformations show, the FE interaction estimator picks up unit-specific effect heterogeneity of both variables … “double-demeaned” estimator is not subject to bias caused by unobserved effect heterogeneity. It is, however, less efficient …

(LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable …

This paper studies linear panel regression models in which the unobserved error term is an unknown smooth function of … functional form to be more general and unknown. We discuss two different estimation approaches that allow consistent estimation … the number of factors in the estimation grows asymptotically. The second approach first discretizes the two-way unobserved …