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arXiv · 2605.02311

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Nayoung Lee·Hyungsik Roger Moon·Martin Weidner
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Abstract

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.

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Nayoung Lee, Hyungsik Roger Moon, Martin Weidner. 2026-05-04. Analysis of interactive fixed effects dynamic linear panel regression with measurement error. https://doi.org/10.1016/j.econlet.2012.04.109

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