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

Nayoung Lee, Hyungsik Roger Moon, Martin Weidner

arXiv 4 May 2026 · Econometrics

arXiv:2605.02311 · PDF · Extracted main text

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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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

	Citing paper	Intensity	Mentions	Sections
1	Dynamic Linear Panel Regression Models with Interactive Fixed Effects	0.644	2	2
2	On the unbiased asymptotic normality of quantile regression with fixed effects	0.405	1	1
3	Inference in Unbalanced Panel Data Models with Interactive Fixed Effects	0.405	1	1
4	Linear Panel Regressions with Two-Way Unobserved Heterogeneity	0.405	1	1