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cemmap Working Papers
December 2011 CWP37/11
Article
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Type: cemmap Working Papers
Authors: Nayoung Lee, Hyungsik Roger Moon and Martin Weidner

This paper studies a simple dynamic panel linear 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.

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