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The measurement error problem in dynamic panel data analysis : modeling and GMM estimation
Biørn, Erik - 2012 - Publisert 13. feb. 2012 09:52 - Sist endret 13. feb. 2012 10:14
measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … inference using the level version of the equation seems superior to inference based on the equation in differences. -- Panel …
Persistent link: https://www.econbiz.de/10009489019
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Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP
Biørn, Erik; Han, Xuehui - 2015 - This version January 2015
GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …
Persistent link: https://www.econbiz.de/10010479979
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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
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Identification and method of moments estimation in polynomial measurement error models
Biørn, Erik - 2017
Estimation of polynomial regression equations in one error-ridden variable and a number of error-free regressors, as well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain order, are elaborated for single- and multi-equation...
Persistent link: https://www.econbiz.de/10011636052
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Panel data dynamics and measurement errors: GMM bias, IV validity and model fit - a Monte Carlo study
Biørn, Erik; Han, Xuehui - 2012
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 …
Persistent link: https://www.econbiz.de/10010330209
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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
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A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors
Baltagi, Badi H. - 2018
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …
Persistent link: https://www.econbiz.de/10012915736
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Consistent Estimation of Linear Panel Data Models with Measurement Error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - 2014
Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …
Persistent link: https://www.econbiz.de/10014139985
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Consistent Estimation of Linear Panel Data Models with Measurement Error
Meijer, Erik - 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/10013029491
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The measurement error problem in dynamic panel data analysis: Modeling and GMM estimation
Biørn, Erik - 2012
measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors …
Persistent link: https://www.econbiz.de/10010330243