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 | |
| Publication status | Published - 2012 Oct |
All Science Journal Classification (ASJC) codes
- Finance
- Economics and Econometrics
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Cite this
Lee, N., Moon, H. R., & Weidner, M. (2012). Analysis of interactive fixed effects dynamic linear panel regression with measurement error. Economics Letters, 117(1), 239-242. https://doi.org/10.1016/j.econlet.2012.04.109