Errors in variables in panel data

By Z. Griliches, Jerry A. Hausman. 1986

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Citations in the corpus

Inequality and growth in advanced economies: an empirical investigation (2010, background): “This fact may indeed increase the measurement error bias by increasing the variance of the measurement error relative to the variance of the true signal (Griliches and Hausman, 1986).”
The Output Cost of Latin America’s Infrastructure Gap (2002, methodology): “We complement these strictly exogenous instruments with appropriate ‘internal’ (i.e., weakly exogenous) instruments constructed along the lines of Griliches and Hausman (1986) and Arellano and Bond (1991), given by suitably lagged values of the explanatory variables in (5).”
Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left (2001, background): “Estimation of the fixed effects typically increases the variance of the noise relative to the variance of the signal, as Griliches and Hausman (1986) discuss.”
On the Distribution of Education and Democracy (2008, background): “This fact may indeed increase the measurement error bias by increasing the variance of the measurement error relative to the variance of the true signal (Griliches and Hausman, 1986).”
Neoliberal Policy and Deforestation in Southeastern Mexico: An Assessment of the PROCAMPO Program (2003, background): “the estimated coefficients if there is substantial measurement error over time (Griliches and Hausman 1986; Gray and Shadbegian 2001).”
Finance and Income Inequality: Test of Alternative Theories (2003, background): “The major problem is that the fixed-effects estimator, which focuses on within-country variation of financial development and income inequality, might seriously exacerbate problems related to measurement error (Griliches and Hausman, 1986).”
The endogeneity bias in the relation between cost-of-debt capital and corporate disclosure policy (2005, unknown): “Griliches and Hausman (1986) point out that measurement error will have a different impact on the fixed effects estimator and the first-differences estimator.”