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Many IVs estimation of dynamic panel regression models with measurement error

  • Published:2017-10 Issue:2 Volume:200 Page:251-259
  • ISSN:0304-4076
  • Container-title:Journal of Econometrics
  • language:en
  • Short-container-title:Journal of Econometrics

Author:

Lee Nayoung,Moon Hyungsik Roger,Zhou Qiankun

Funder

National Research Foundation of Korea

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference31 articles.

1. Some properties of the liml estimator in a dynamic panel structural equation;Akashi;J. Econometrics,2012

2. Small-sample bias in GMM estimation of covariance structures;Altonji;J. Bus. Econom. Statist.,1996

3. The time series and cross-section asymptotics of dynamic panel data estimators;Alvarez;Econometrica,2003

4. Estimation of dynamic models with error components;Anderson;J. Amer. Statist. Assoc.,1981

5. Formulation and estimation of dynamic models using panel data;Anderson;J. Econometrics,1982

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