Analysis of interactive fixed effects dynamic linear panel regression with measurement error

DOI10.1016/J.ECONLET.2012.04.109zbMATH Open1255.62366OpenAlexW2033635910MaRDI QIDQ1925892FDOQ1925892

Hyungsik Roger Moon, Martin Weidner, Nayoung Lee

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/64657

Recommendations

• Dynamic linear panel regression models with interactive fixed effects
• Linear regression for panel with unknown number of factors as interactive fixed effects
• Many IVs estimation of dynamic panel regression models with measurement error
• Theory and methods of panel data models with interactive effects
• Consistent estimation of linear panel data models with measurement error

zbMATH Keywords

measurement errorsdynamic panelinteractive fixed effectsLS-MD estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Choosing the Number of Instruments
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
• The optimal choice of moments in dynamic panel data models
• Instrumental quantile regression inference for structural and treatment effect models
• Panel Data Models With Interactive Fixed Effects
• Instrumental variable quantile regression: a robust inference approach
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS

Cited In (11)

• Shrinkage estimation of dynamic panel data models with interactive fixed effects
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• Panel threshold models with interactive fixed effects
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
• Efficient minimum distance estimator for quantile regression fixed effects panel data
• Title not available (Why is that?)
• Panel regression with multiplicative measurement errors
• An incidental parameters free inference approach for panels with common shocks
• Linear panel regressions with two-way unobserved heterogeneity
• On the unbiased asymptotic normality of quantile regression with fixed effects
• GMM estimation for high-dimensional panel data models

This page was built for publication: Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1925892)