Analysis of interactive fixed effects dynamic linear panel regression with measurement error
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
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| _version_ | 1866914527653658624 |
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| author | Lee, Nayoung Moon, Hyungsik Roger Weidner, Martin |
| author_facet | Lee, Nayoung Moon, Hyungsik Roger Weidner, Martin |
| contents | This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_02311 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Analysis of interactive fixed effects dynamic linear panel regression with measurement error Lee, Nayoung Moon, Hyungsik Roger Weidner, Martin Econometrics This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method. |
| title | Analysis of interactive fixed effects dynamic linear panel regression with measurement error |
| topic | Econometrics |
| url | https://arxiv.org/abs/2605.02311 |