Journal Article

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Authors

Nayoung Lee, Hyungsik Roger Roger Moon, Martin Weidner

Published Date

30 October 2012

Type

Journal Article

This paper studies a simple dynamic linear panel 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.


Previous version

Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Nayoung Lee, Hyungsik Roger Roger Moon, Martin Weidner
CWP37/11