paper

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

arXiv:2605.02311 · doi:10.1016/j.econlet.2012.04.109

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.

Cited by in corpus (1)

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