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 |
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Pages (from-to) | 239-242 |
Number of pages | 4 |
Journal | Economics Letters |
Volume | 117 |
Issue number | 1 |
DOIs | |
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