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Erscheinungsjahr: 
1997
Schriftenreihe/Nr.: 
Discussion Papers No. 190
Verlag: 
Statistics Norway, Research Department, Oslo
Zusammenfassung: 
General Method of Moments (GMM) estimation of a linear one-equation model using panel data with errors-in-variables is considered. To eliminate fixed individual heterogeneity, the equation is differenced across one or more than one periods and estimated by means of instrumental variables. With non-autocorrelated measurement error, we show that only the one-period and a few two-period differences are essential, i.e. relevant for GMM-estimation. GMM estimation based on all orthogonality conditions on the basis of a generalized inverse formulation is shown to be equivalent to estimation using only the essential orthogonality conditions
Schlagwörter: 
Panel Data
Errors-in-Variables
Instrumental Variables
GMM Estimation
Generalized inverse
JEL: 
C23
C33
C12
C13
Dokumentart: 
Working Paper
Dokumentversion: 
Digitized Version

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