Pseudo-panels allow estimation of panel models when only repeated cross-sections are available. This involves grouping … bias. We show that grouping can also create substantial aggregation bias, calling into question how well pseudo-panels can … mimic panel estimates. We create two metrics for assessing the grouping process, one for each potential source of bias. If …

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional … fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

(LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …

sources of asymptotic bias of the LS estimator: bias due to correlation or heteroscedasticity of the idiosyncratic error term …, and bias due to predetermined (as opposed to strictly exogenous) regressors. We provide an estimator for the bias and a … bias corrected LS estimator for the case where idiosyncratic errors are independent across both panel dimensions …