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Simple estimators for dynamic panel data models with errors in variables

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  • Wansbeek, T.J.
  • Kapteyn, A.J.

    (Tilburg University, School of Economics and Management)

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Suggested Citation

  • Wansbeek, T.J. & Kapteyn, A.J., 1992. "Simple estimators for dynamic panel data models with errors in variables," Other publications TiSEM 816623f0-80e0-48a6-9ee2-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:816623f0-80e0-48a6-9ee2-f5b5e6969736
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    File URL: https://repository.tilburguniversity.edu/bitstreams/bf10b6b6-bba9-4812-831e-e3018091508d/download
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    References listed on IDEAS

    as
    1. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    2. Merckens, Arjen & Wansbeek, Tom, 1989. "Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices," Computational Statistics & Data Analysis, Elsevier, vol. 8(2), pages 189-200, July.
    3. Kapteyn, Arie & de Zeeuw, Aart, 1991. "Changing incentives for economic research in the Netherlands," European Economic Review, Elsevier, vol. 35(2-3), pages 603-611, April.
    4. Sevestre, P. & Trognon, A., 1985. "A note on autoregressive error components models," Journal of Econometrics, Elsevier, vol. 28(2), pages 231-245, May.
    5. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-382, March.
    6. Ghosh, Damayanti, 1989. "Maximum likelihood estimation of the dynamic shock-error model," Journal of Econometrics, Elsevier, vol. 41(1), pages 121-143, May.
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    Cited by:

    1. Erik Meijer & Laura Spierdijk & Tom Wansbeek, 2012. "Point and Set Identification in Linear Panel Data Models with Measurement Error," Working Papers WR-941, RAND Corporation.

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