|Authors:||Nayoung Lee , Hyungsik Roger Roger Moon and Martin Weidner|
|Date:||30 October 2012|
|Type:||Journal Article, Economics Letters, Vol. 117, No. 1, pp. 239--242|
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.