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Analysis of interactive fixed effects dynamic linear panel regression with measurement error
| Authors: | Nayoung Lee, Hyungsik Roger Moon and Martin Weidner |
| Date: | 15 December 2011 |
| Type: | cemmap Working Papers, CWP37/11 |
| doi: | 10.1920/wp.cem.2011.3711 |
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.