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

DOI10.1016/J.ECONLET.2012.04.109MaRDI QIDQ1925892zbMATH OpenOpenAlexFDO

Authors Nayoung Lee, Hyungsik Roger Moon, Martin Weidner

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

zbMATH Keywords

measurement errorsdynamic panelinteractive fixed effectsLS-MD estimation

Mathematics Subject Classification ID

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

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Cites work

• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
• Choosing the Number of Instruments
• Dynamic linear panel regression models with interactive fixed effects
• Instrumental quantile regression inference for structural and treatment effect models
• Instrumental variable quantile regression: a robust inference approach
• Panel data models with interactive fixed effects
• The optimal choice of moments in dynamic panel data models

Cited in

(12)

• Shrinkage estimation of dynamic panel data models with interactive fixed effects
• Dynamic linear panel regression models with interactive fixed effects
• Linear regression for panel with unknown number of factors as interactive fixed effects
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• Panel threshold models with interactive fixed effects
• Efficient minimum distance estimator for quantile regression fixed effects panel data
• Panel regression with multiplicative measurement errors
• scientific article; zbMATH DE number 7376773 (Why is no real title available?)
• 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

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