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This paper studies the minimum distance estimation problem for panel datamodel. We propose the minimum distance estimators of regression parameters ofthe panel data model and investigate their asymptotic distributions. This papercontains two main contributions. First, the domain of application of theminimum distance estimation method is extended to the panel data model. Second,the proposed estimators are more efficient than other existing ones. Simulationstudies compare performance of the proposed estimators with performance ofothers and demonstrate some superiority of our estimators.

The Minimum Distance Estimation with Multiple Integral in Panel Data