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](/sites/default/files/styles/square_desktop/public/2022-05/Martin_Weidner.jpg?itok=rypZqqGZ)
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](/sites/default/files/styles/square_desktop/public/2022-06/IFS-person-graphic.png?itok=hWCtTSrz)
![Person graphic](/sites/default/files/styles/square_desktop/public/2022-06/IFS-person-graphic.png?itok=hWCtTSrz)
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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