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http://hdl.handle.net/10419/64657
  
Title:Analysis of interactive fixed effects dynamic linear panel regression with measurement error PDF Logo
Authors:Lee, Nayoung
Moon, Hyungsik Roger
Weidner, Martin
Issue Date:2011
Series/Report no.:cemmap working paper CWP37/11
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:doi:10.1920/wp.cem.2011.3711
Document Type:Working Paper
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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