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

By Matthew Harding, Carlos Lamarche. 2011

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/75b31ba0052c5f670154d0648db7b3eef5982c82

Citations in the corpus

• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (2019, unknown): “This case is analysed by Harding and Lamarche (2011).”