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

DOI10.1016/j.econlet.2012.04.109zbMath1255.62366OpenAlexW2033635910MaRDI QIDQ1925892

Hyungsik Roger Moon, Martin Weidner, Nayoung Lee

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/64657

zbMATH Keywords

measurement errorsdynamic panelinteractive fixed effectsLS-MD estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (9)

An incidental parameters free inference approach for panels with common shocks ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ Shrinkage estimation of dynamic panel data models with interactive fixed effects ⋮ Linear panel regressions with two-way unobserved heterogeneity ⋮ Unnamed Item ⋮ DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS ⋮ Efficient minimum distance estimator for quantile regression fixed effects panel data ⋮ Panel threshold models with interactive fixed effects ⋮ Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors

Cites Work

• Instrumental variable quantile regression: a robust inference approach
• Instrumental quantile regression inference for structural and treatment effect models
• The optimal choice of moments in dynamic panel data models
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
• Choosing the Number of Instruments
• Panel Data Models With Interactive Fixed Effects
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

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