Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/64657
Authors: 
Lee, Nayoung
Moon, Hyungsik Roger
Weidner, Martin
Year of Publication: 
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: 
Document Type: 
Working Paper

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