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
收藏
页码：197 / 199
页数：3
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