Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Published on 30 October 2012

This Journal article has been replaced by Analysis of interactive fixed effects dynamic linear panel regression with measurement error

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.

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.

Authors

Martin Weidner
Martin Weidner

Research Associate University College London and University of Oxford

Martin is an IFS Research Associate, a Fellow of the Nuffield College and a Professor in the Department of Economics at the University of Oxford.

Person graphic

Nayoung Lee

Journal article details

DOI
10.1016/j.econlet.2012.04.109
Publisher
Elsevier
Issue
Volume 117, Issue 1, October 2012

Suggested citation

N, Lee and H, Moon and M, Weidner. (2012). 'Analysis of interactive fixed effects dynamic linear panel regression with measurement error' 117(1/2012)

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