Working Paper

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


Nayoung Lee, Hyungsik Roger Roger Moon, Martin Weidner

Published Date

15 December 2011


Working Paper (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.

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