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

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 239-242

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:239-242
Journal Field
General
Author Count
3
Added to Database
2026-01-25