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Consistent estimation of linear panel data models with measurement error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - 2015

Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …

Persistent link: https://www.econbiz.de/10010472669

Engineering robust instruments for GMM estimation of panel data regression models with errors in variables : a note

Racicot, François-Éric - In: Applied economics 47 (2015) 10/12, pp. 981-989

Persistent link: https://www.econbiz.de/10010486348

Simple estimators for dynamic panel data models with errors in variables

Wansbeek, Tom; Kapteyn, Arie - 1989

Persistent link: https://www.econbiz.de/10000782904

Alternative error covariance assumptions in dynamic panel data models

Anderson, Gordon - 1988

Persistent link: https://www.econbiz.de/10000124830

On the impact of error cross-sectional dependence in short dynamic panel estimation

Sarafidis, Vasilis; Robertson, Donald - In: The econometrics journal 12 (2009) 1, pp. 62-81

Persistent link: https://www.econbiz.de/10003841969

Panel data dynamics and measurement errors : GMM bias, IV validity and model fit ; a Monte Carlo study

Biørn, Erik; Han, Xuehui - 2012 - Published Oct 24, 2012 02:35 PM, Last modified Oct 24, 2012 02:35 PM

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …

Persistent link: https://www.econbiz.de/10009632935