Panel data dynamics with mis-measured variables: modeling and GMM estimation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-014-0802-1.pdf
Reference41 articles.
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3. Anderson TW, Hsiao C (1981) Estimation of dynamic models with error components. J Am Stat Assoc 76:598–606
4. Anderson TW, Hsiao C (1982) Formulation and estimation of dynamic models using panel data. J Econ 18:47–82
5. Arellano M, Bond S (1991) Some tests of specification for panel data: monte carlo evidence and an application to employment equations. Rev Econ Stud 58:277–297
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