<p><p>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. </p><p></p><p></p></p>

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

Working Paper details

DOI
10.1920/wp.cem.2011.3711
Publisher
IFS

Suggested citation

N, Lee and H, Moon and M, Weidner. (2011). Analysis of interactive fixed effects dynamic linear panel regression with measurement error. London: IFS. Available at: https://ifs.org.uk/publications/analysis-interactive-fixed-effects-dynamic-linear-panel-regression-measurement-error (accessed: 9 May 2024).

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