Title of article
GMM estimation in panel data models with measurement error
Author/Authors
Wansbeek، نويسنده , , Tom، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2001
Pages
10
From page
259
To page
268
Abstract
Griliches and Hausman (J. Econom. 32 (1986) 93) have introduced GMM estimation in panel data models with measurement error. We present a simple, systematic approach to derive moment conditions for such models under a variety of assumptions.
Keywords
Tobinיs Q , weak exogeneity , weak instruments , Measurement error , Panel dataGMM
Journal title
Journal of Econometrics
Serial Year
2001
Journal title
Journal of Econometrics
Record number
1558040
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