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

Nayoung Lee, Hyungsik Roger Moon, Martin Weidner

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)239-242
Number of pages4
JournalEconomics Letters
Volume117
Issue number1
DOIs
Publication statusPublished - 2012 Oct

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

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