Consistent estimation of linear panel data models with measurement error
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Cites work
- scientific article; zbMATH DE number 3104360 (Why is no real title available?)
- A Consistent Method for the Selection of Relevant Instruments
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Choosing the Number of Instruments
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
- Consistent moment estimators of regression coefficients in the presence of errors in variables
- Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
- Distribution of preferences and measurement errors in a disaggregated expenditure system
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- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Efficient estimation of models for dynamic panel data
- Estimation with unbalanced panel data having covariate measurement error
- GMM estimation in panel data models with measurement error
- GMM in linear regression for longitudinal data with multiple covariates measured with error
- Higher moment estimators for linear regression models with errors in the variables
- Improved instrumental variables and generalized method of moments estimators
- Information in generalized method of moments estimation and entropy-based moment selection
- Instrumental variable and GMM estimation for panel data with measurement error
- Jackknife instrumental variable estimation with heteroskedasticity
- Large Sample Properties of Generalized Method of Moments Estimators
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Measurement error and latent variables in econometrics
- Moment testing for interaction terms in structural equation modeling
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- On characterizing the gamma and the normal distribution
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- Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation
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- Regression with errors in variables: estimators based on third order moments
- Robust estimators for the fixed effects panel data model
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- Sparse models and methods for optimal instruments with an application to eminent domain
- TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
- The effect of schooling and ability on achievement test scores
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Cited in
(11)- Many IVs estimation of dynamic panel regression models with measurement error
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data
- Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
- Estimation with unbalanced panel data having covariate measurement error
- Moment conditions for the quadratic regression model with measurement error
- Simulated minimum distance estimation of dynamic models with errors-in-variables
- Panel regression with multiplicative measurement errors
- Measurement error models: editors' introduction
- Time-invariant regressors under fixed effects: simple identification via a proxy variable
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error
- GMM estimation in panel data models with measurement error
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