Memorandum,
Oslo University, Department of Economics

Abstract: Procedures for estimating a linear single-equation model by means of panel data with errors-in-variables are considered. To eliminate fixed individual heterogeneity, the equation is differenced across one or more than one periods. The differenced equations can be estimated by using as instruments for the differenced error-ridden regressor, level values of this regressor (both leads and lags). General Method of Moments (GMM) procedures for the complete system of differenced equations are considered.

Keywords: MATHEMATICS; MODELS; EVALUATION

JEL-codes: C23; C33; C12; C13

40 pages, 1997

Download statistics

• Oslo University, Department of Economics
• Ordering Working Papers
• Home page for this series

Questions (including download problems) about the papers in this series should be directed to Mari Strønstad Øverås ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2024-04-17 00:05:47.