GMM estimation in panel data models with measurement error

By T. Wansbeek. 2001

82 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/04d621d84d9f83ef101b8dca679d7c6160786e82

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In Economics and Econometrics

1. Christian Hansen
2. S. Freyaldenhoven
3. G. Bascle
4. Jesse M. Shapiro
5. Victor Chernozhukov
6. Timothy J. Vogelsang
7. Antonio F. Galvao
8. Guido W. Imbens

Citations in the corpus

• Controlling for endogeneity with instrumental variables in strategic management research (2008, background): “Despite being one of the oldest and most dynamic research streams in econometrics (e.g. Adcock, 1877; Bound et al., 2001; Pearson, 1901), measurement error problems are overlooked in the bulk of empirical studies (Bound et al., 2001; Griliches and Hausman, 1986; Wansbeek, 2001).”
• A Monte Carlo study of growth regressions (2009, unknown): “σ(2)∆d = var dit + var dit−τ − 2 cov(dit, dit−τ ) = 2σ(2)d (39) σ(2)∆x = varxit + varxit−τ − 2 cov(xit, xit−τ ) = 2σ(2)x(1− ρx) (40)”
• Pre-Event Trends in the Panel Event-Study Design (2019, background): “This approach requires either that the measurement errors are serially uncorrelated or that the correlation structure of the measurement error is known (Wansbeek 2001; Xiao et al. 2010).”