|Authors:||Nayoung Lee, Hyungsik Roger Moon and Martin Weidner|
|Date:||15 December 2011|
|Type:||cemmap Working Papers, CWP37/11|
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.