Least squares estimation of a panel data model with multifactor error structure and endogenous covariates

被引：23

作者：

Harding, Matthew ^{[1
]}

Lamarche, Carlos ^{[2
]}

机构：

[1] Stanford Univ, Dept Econ, Stanford, CA 94305 USA

[2] Univ Oklahoma, Dept Econ, Norman, OK 73019 USA

来源：

ECONOMICS LETTERS | 2011年 / 111卷 / 03期

关键词：

Panel data; Instrumental variables; Interactive fixed effects;

D O I：

10.1016/j.econlet.2011.02.001

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We propose a method for estimating the slope parameter in an interactive effects panel data model with endogenous loadings and factors, and endogenous regressors. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：197 / 199

页数：3

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[2]

Harding M, 2009, ESTIMATING NUM UNPUB

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Pesaran, M. Hashem .

ECONOMETRICA, 2006, 74 (04) :967-1012

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Rouse, CE .

QUARTERLY JOURNAL OF ECONOMICS, 1998, 113 (02) :553-602

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