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GMM estimation in panel data models with measurement error

Citations

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Cited by:

  1. Lee, Angela Y. & Aaker, Jennifer L., 2006. "A Monte Carlo Study of Growth Regressions," Research Papers 1836r1, Stanford University, Graduate School of Business.
  2. Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
  3. Badri Narayanan G., 2005. "Effects of Trade liberalisation, Environmental and Labour Regulations on Employment in India's Organised Textile Sector," Labor Economics Working Papers 22363, East Asian Bureau of Economic Research.
  4. Ramses Abul Naga, 2008. "Biases of the ordinary least squares and instrumental variables estimators of the intergenerational earnings elasticity: Revisited in the light of panel data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(4), pages 323-350, December.
  5. Zhiguo Xiao & Jun Shao & Mari Palta, 2010. "GMM in linear regression for longitudinal data with multiple covariates measured with error," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 791-805.
  6. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
  7. Sule Alan & Orazio Attanasio & Martin Browning, 2009. "Estimating Euler equations with noisy data: two exact GMM estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, March.
  8. Erik Biørn & Xuehui Han, 2017. "Revisiting the FDI impact on GDP growth in errors-in-variables models: a panel data GMM analysis allowing for error memory," Empirical Economics, Springer, vol. 53(4), pages 1379-1398, December.
  9. Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom, 2017. "Consistent estimation of linear panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 169-180.
  10. Ronning, Gerd & Schneeweiss, Hans, 2011. "Panel regression with multiplicative measurement errors," Economics Letters, Elsevier, vol. 110(2), pages 136-139, February.
  11. Sule Alan & Martin Browning, 2010. "Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1231-1261.
  12. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers 34/15, Institute for Fiscal Studies.
  13. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City St George's, University of London.
  14. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
  15. Sultan Mehmood, 2013. "Access to External Finance and Innovation: A Macroeconomic Perspective," CPB Discussion Paper 218, CPB Netherlands Bureau for Economic Policy Analysis.
  16. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
  17. Lee, Nayoung & Moon, Hyungsik Roger & Zhou, Qiankun, 2017. "Many IVs estimation of dynamic panel regression models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 251-259.
  18. Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
  19. Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Brajendra C. Sutradhar & R. Prabhakar Rao, 2016. "Inferences in Longitudinal Count Data Models with Measurement Errors in Time Dependent Covariates," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 39-65, May.
  21. Ruz-Mendoza, Miguel Á. & Trifu, Andreea & Cambra-Fierro, Jesús & Melero-Polo, Iguácel, 2021. "Standardized vs. customized firm-initiated interactions: Their effect on customer gratitude and performance in a B2B context," Journal of Business Research, Elsevier, vol. 133(C), pages 341-353.
  22. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers CWP34/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  23. Gerd Ronning & Hans Schneeweiss, 2009. "Panel Regression with Random Noise," CESifo Working Paper Series 2608, CESifo.
  24. Rob Euwals, 2010. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," Working Papers id:2762, eSocialSciences.
  25. Biørn, Erik & Han, Xuehui, 2012. "Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study," Memorandum 27/2012, Oslo University, Department of Economics.
  26. Simon Freyaldenhoven & Christian Hansen & Jesse M. Shapiro, 2019. "Pre-event Trends in the Panel Event-Study Design," American Economic Review, American Economic Association, vol. 109(9), pages 3307-3338, September.
  27. Biørn, Erik & Han, Xuehui, 2015. "Persistence, Signal-Noise Pattern and Heterogeneity in Panel Data: With an Application to the Impact of Foreign Direct Investment on GDP," Memorandum 04/2015, Oslo University, Department of Economics.
  28. William Hauk & Romain Wacziarg, 2009. "A Monte Carlo study of growth regressions," Journal of Economic Growth, Springer, vol. 14(2), pages 103-147, June.
  29. Dobbelaere, Sabien & Kiyota, Kozo & Mairesse, Jacques, 2015. "Product and labor market imperfections and scale economies: Micro-evidence on France, Japan and the Netherlands," Journal of Comparative Economics, Elsevier, vol. 43(2), pages 290-322.
  30. Erik Biørn, 2015. "Panel data dynamics with mis-measured variables: modeling and GMM estimation," Empirical Economics, Springer, vol. 48(2), pages 517-535, March.
  31. Rob Euwals, 2002. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D1-3, International Conferences on Panel Data.
  32. Euwals, Rob, 2002. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," CEPR Discussion Papers 3121, C.E.P.R. Discussion Papers.
  33. Sultan Mehmood, 2013. "Access to External Finance and Innovation: A Macroeconomic Perspective," CPB Discussion Paper 218.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  34. Danielson, Caroline & Klerman, Jacob Alex & Mejia, Marisol Cuellar, 2013. "Does the Economy Explain the Explosion in the SNAP Caseload?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150558, Agricultural and Applied Economics Association.
  35. Heitor Almeida & Murillo Campello & Antonio F. Galvao, 2010. "Measurement Errors in Investment Equations," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3279-3328.
  36. Euwals, Rob, 2001. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," IZA Discussion Papers 400, IZA Network @ LISER.
  37. Elena Biewen & Gerd Ronning & Martin Rosemann, 2009. "IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten," IAW Discussion Papers 53, Institut für Angewandte Wirtschaftsforschung (IAW).
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