TY - JOUR
T1 - Analysis of interactive fixed effects dynamic linear panel regression with measurement error
AU - Lee, Nayoung
AU - Moon, Hyungsik Roger
AU - Weidner, Martin
N1 - Copyright:
Copyright 2012 Elsevier B.V., All rights reserved.
PY - 2012/10
Y1 - 2012/10
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84861854354&partnerID=8YFLogxK
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U2 - 10.1016/j.econlet.2012.04.109
DO - 10.1016/j.econlet.2012.04.109
M3 - Article
AN - SCOPUS:84861854354
VL - 117
SP - 239
EP - 242
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
IS - 1
ER -