Working Paper

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

Authors

Nayoung Lee, Hyungsik Roger Roger Moon, Martin Weidner

Published Date

15 December 2011

Type

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.


Latest version