Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation

DOI10.1016/S0165-1765(98)00053-6MaRDI QIDQ1128920zbMATH OpenOpenAlexFDO

Authors Erik Biørn, Tor Jakob Klette

Publication date 13 August 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(98)00053-6

zbMATH Keywords

panel datainstrumental variableserrors-in-variablesgeneralized inverseGMM estimation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
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Cites work

• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• Instrumental Variables Regression with Weak Instruments
• Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation
• The econometrics of panel data. Handbook of theory and applications.

Cited in

(10)

• Consistent estimation of linear panel data models with measurement error
• Efficiency of GMM estimation in panel data models with measurement error
• GMM estimation of linear panel data models with time-varying individual effects
• Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
• TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
• Estimation in Semiparametric Transition Measurement Error Models for Longitudinal Data
• Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation
• Efficient GMM estimation with singular system of moment conditions
• Identification problem of GMM estimators for short panel data models with interactive fixed effects
• GMM estimation in panel data models with measurement error

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