Abstract
Griliches and Hausman (J. Econom. 32 (1986) 93) have introduced GMM estimation in panel data models with measurement error. We present a simple, systematic approach to derive moment conditions for such models under a variety of assumptions. (C) 2001 Elsevier Science S.A. All rights reserved.
| Original language | Dutch |
|---|---|
| Pages (from-to) | 259-268 |
| Number of pages | 10 |
| Journal | Journal of Econometrics |
| Volume | 104 |
| Issue number | 2 |
| Publication status | Published - Sep-2001 |
Keywords
- panel data
- GMM
- measurement error
- Tobin's q
- weak exogeneity
- weak instruments
- SERIAL-CORRELATION
- INSTRUMENTS
- INVESTMENT