Consistent estimation of linear panel data models with measurement error
Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources of moment conditions: (i) restrictions on the intertempor...
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| Hauptverfasser: | , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[München]
Center for Economic Studies & Ifo Institute
January 2015
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| Schriftenreihe: | CESifo working paper
no. 5164 : Category 12: Empirical and theoretical methods |
| Online-Zugang: | kostenfrei |
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