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Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation

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  • Biorn, Erik
  • Klette, Tor Jakob

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  • Biorn, Erik & Klette, Tor Jakob, 1998. "Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation," Economics Letters, Elsevier, vol. 59(3), pages 275-282, June.
    • Handle: RePEc:eee:ecolet:v:59:y:1998:i:3:p:275-282
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    References listed on IDEAS

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    1. James H. Stock & Jonathan Wright, 1996. "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc.
    2. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    3. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
    4. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
    5. Biorn, E. & Klette, T.J., 1997. "Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables," Memorandum 1997_016, Oslo University, Department of Economics.
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    2. Piccoli, Luca & Tiezzi, Silvia, 2021. "Rational addiction and time-consistency: An empirical test," Journal of Health Economics, Elsevier, vol. 80(C).
    3. Andrew M. Jones & José M. Labeaga, 2003. "Individual heterogeneity and censoring in panel data estimates of tobacco expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 157-177.
    4. Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom, 2017. "Consistent estimation of linear panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 169-180.
    5. Amir Khordehfrosh Dilmaghani & Amir Mansour Tehranchian, 2015. "The Impact of Monetary Policies on the Exchange Rate: A GMM Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 19(2), pages 177-191, Spring.
    6. Erik Biørn, 2000. "Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences," Econometric Reviews, Taylor & Francis Journals, vol. 19(4), pages 391-424.
    7. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
    8. Wenqin Pan & Donglin Zeng & Xihong Lin, 2009. "Estimation in Semiparametric Transition Measurement Error Models for Longitudinal Data," Biometrics, The International Biometric Society, vol. 65(3), pages 728-736, September.
    9. Elena Biewen & Gerd Ronning & Martin Rosemann, 2009. "IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten," IAW Discussion Papers 53, Institut für Angewandte Wirtschaftsforschung (IAW).

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