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

Economics Letters

Volumn 59, Issue 3, 1998, Pages 275-282

  Biørn, Erik ^a   Klette, Tor Jakob ^a  

^a STATISTICS NORWAY   (Norway)

Author keywords

C12; C13; C23; C33; Errors in variables; Generalized inverse; GMM estimation; Instrumental variables; Panel data

Indexed keywords

EID: 0032371462     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00053-6     Document Type: Article

References (8)

1. Baltagi, B.H., 1995. Econometric Analysis of Panel Data, Wiley Publ. Co., New York.
2. Biørn, E., 1996. Panel data with measurement errors. Chapter 10 in: Mátyás, L., Sevestre, P. (Eds.), The econometrics of Panel Data. Handbook of the Theory with Applications. Kluwer, Dordrecht.
3. Biørn, E., Klette, T.J., 1997. Variable differencing and GMM estimation with panel data with errors-in-variables. Memorandum no. 16, Department of Economics, University of Oslo.
4. Davidson, R., MacKinnon, J.G., 1993. Estimation and Inference in Econometrics. Oxford University Press, Oxford.
5. Griliches Z., Hausman J.A. Errors in variables in panel data. Journal of Econometrics. 18:1986;93-118.
6. Staiger, D., Stock, J.H., 1994. Instrumental variable regression with weak instruments, NBER Technical Working Paper no. 151.
7. Staiger, D., Stock, J.H. 1996. Asymptotics for GMM estimators with weak instruments, NBER Technical Working Paper no. 198.
8. White H. Instrumental variables analogs of generalized least squares estimators. Advances in Statistical Analysis and Statistical Computing. 1:1986;173-227.