Panel Regression with Random Noise
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References listed on IDEAS
- Lin, An-loh, 1989. "Estimation of multiplicative measurement-error models and some simulation results," Economics Letters, Elsevier, vol. 31(1), pages 13-20.
- Wansbeek, Tom, 2001. "GMM estimation in panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 104(2), pages 259-268, September.
- Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
More about this item
Keywordspanel regression; multiplicative measurement errors; bias correction; asymptotic variance; disclosure control;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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