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

DOI10.1016/S0165-1765(98)00053-6zbMATH Open0906.90032OpenAlexW2103027811MaRDI QIDQ1128920FDOQ1128920

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

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zbMATH Keywords

panel datainstrumental variableserrors-in-variablesgeneralized inverseGMM estimation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Instrumental Variables Regression with Weak Instruments
• Title not available (Why is that?)
• Title not available (Why is that?)
• The econometrics of panel data. Handbook of theory and applications.
• Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation

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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