Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context … offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources …

Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data … remaining parameters are estimated by GMM at the √N-rate. We provide simulation results that illustrate advantages of the new … method in comparison with pure GMM estimation. The simulations also highlight the importance of the choice of instruments in …

-sectional analyses. This paper takes a step toward estimating of causal effects of milk consumption on cancer by applying panel …-country variation in a panel of up to 50 countries for 1990 to 2008. Possible methodological problems arising from omitted variables … (confounding factors), heterogeneity, and outliers are carefully discussed and a wide range of recent panel econometric estimators …