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
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
Journal title :
Journal of Econometrics
