This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged … bias corrected LS estimator for the case where idiosyncratic errors are independent across both panel dimensions …