Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/64657 
Year of Publication: 
2011
Series/Report no.: 
cemmap working paper No. CWP37/11
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
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.
Subjects: 
dynamic panel
interactive fixed effects
measurement error
LS-MD estimation
JEL: 
C23
C26
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
File
Size
306.55 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.