Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Econometrics
2026-05-05 v1
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.
Keywords
Cite
@article{arxiv.2605.02311,
title = {Analysis of interactive fixed effects dynamic linear panel regression with measurement error},
author = {Nayoung Lee and Hyungsik Roger Moon and Martin Weidner},
journal= {arXiv preprint arXiv:2605.02311},
year = {2026}
}