<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
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.
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: 20 May 2024).
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