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Measurement error and panel data 1
Author(s) -
Wansbeek T.J.,
Koning R.H.
Publication year - 1991
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1991.tb01296.x
Subject(s) - panel data , mathematics , observational error , simple (philosophy) , identification (biology) , statistics , econometrics , philosophy , botany , epistemology , biology
The underidentification of linear models with measurement error does not necessarily extend to panel data models, as has been shown by GAiliches and Hausman (1986). We discuss and extend some of their results for a simple case and address particular issues concerning identification and asymptotic variances.