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
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
interactive fixed effects
measurement error
LS-MD estimation
Ereignis
Geistige Schöpfung
(wer)
Lee, Nayoung
Moon, Hyungsik Roger
Weidner, Martin
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
-
12.07.2024, 13:20 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Lee, Nayoung
- Moon, Hyungsik Roger
- Weidner, Martin
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2011
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