This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these …

This paper develops the identification and estimation of nonlinear semi-parametric panel data models with mismeasured …