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.
Bibliographical noteFunding 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
- Economics and Econometrics