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

Nayoung Lee; Hyungsik Roger Moon; Martin Weidner

doi:10.1016/j.econlet.2012.04.109

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

Nayoung Lee, Hyungsik Roger Moon, Martin Weidner

Department of Economics

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	239-242
Number of pages	4
Journal	Economics Letters
Volume	117
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2012.04.109
Publication status	Published - 2012 Oct

Bibliographical note

Funding Information:
We thank Badi Baltagi and an anonymous referee for helpful comments and suggestions. Moon thanks the NSF for financial support.

All Science Journal Classification (ASJC) codes

Finance
Economics and Econometrics

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title = "Analysis of interactive fixed effects dynamic linear panel regression with measurement error",

abstract = "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.",

author = "Nayoung Lee and Moon, {Hyungsik Roger} and Martin Weidner",

note = "Funding Information: We thank Badi Baltagi and an anonymous referee for helpful comments and suggestions. Moon thanks the NSF for financial support. ",

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

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

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