Arbeitspapier
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP37/11
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
- Thema
-
dynamic panel
interactive fixed effects
measurement error
LS-MD estimation
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Lee, Nayoung
Moon, Hyungsik Roger
Weidner, Martin
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2011
- DOI
-
doi:10.1920/wp.cem.2011.3711
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Lee, Nayoung
- Moon, Hyungsik Roger
- Weidner, Martin
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2011
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