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Volumn 117, Issue 1, 2012, Pages 239-242

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

Author keywords

Dynamic panel; Interactive fixed effects; LS MD estimation; Measurement error

Indexed keywords


EID: 84861854354     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2012.04.109     Document Type: Article
Times cited : (14)

References (13)
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  • 2
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  • 4
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    • Instrumental quantile regression inference for structural and treatment effect models
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    • Chernozhukov, V.1    Hansen, C.2
  • 5
    • 36148956717 scopus 로고    scopus 로고
    • Instrumental variable quantile regression: a robust inference approach
    • Chernozhukov V., Hansen C. Instrumental variable quantile regression: a robust inference approach. Journal of Econometrics 2008, 142:379-398.
    • (2008) Journal of Econometrics , vol.142 , pp. 379-398
    • Chernozhukov, V.1    Hansen, C.2
  • 6
    • 0000736414 scopus 로고    scopus 로고
    • Choosing the number of instruments
    • Donald S., Newey W. Choosing the number of instruments. Econometrica 2001, 69:1161-1191.
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    • Donald, S.1    Newey, W.2
  • 7
    • 0036077642 scopus 로고    scopus 로고
    • Asymptotically unbiased inference of a dynamic panel model with fixed effects when both n and T are large
    • Hahn J., Kuersteiner G. Asymptotically unbiased inference of a dynamic panel model with fixed effects when both n and T are large. Econometrica 2002, 70:1639-1657.
    • (2002) Econometrica , vol.70 , pp. 1639-1657
    • Hahn, J.1    Kuersteiner, G.2
  • 8
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    • Least squares estimation of a panel data model with multifactor error structure and endogenous covariates
    • Harding M., Lamarche C. Least squares estimation of a panel data model with multifactor error structure and endogenous covariates. Economics Letters 2011, 111:197-199.
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    • Harding, M.1    Lamarche, C.2
  • 9
    • 15944408417 scopus 로고    scopus 로고
    • Implications of mean-reverting measurement error for longitudinal studies of wages and employment
    • Kim B., Solon G. Implications of mean-reverting measurement error for longitudinal studies of wages and employment. Review of Economics and Statistics 2005, 87(1):193-196.
    • (2005) Review of Economics and Statistics , vol.87 , Issue.1 , pp. 193-196
    • Kim, B.1    Solon, G.2
  • 13
    • 65649092621 scopus 로고    scopus 로고
    • Optimal choice of moments in dynamic panel data models
    • Okui R. Optimal choice of moments in dynamic panel data models. Journal of Econometrics 2009, 151:1-16.
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    • Okui, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.