Authors
Nayoung Lee, Hyungsik Roger Moon, Martin Weidner
Publication date
2012/10/31
Journal
Economics Letters
Volume
117
Issue
1
Pages
239-242
Publisher
North-Holland
Description
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.
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