Proposes LS-MD estimation for the dynamic coefficient in a linear panel model with interactive fixed effects and measurement error.
Chandra (2005): Iatrogenic specification error: a cautionary tale of cleaning data,Journal of Labor Economics23(2), 235-257
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Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Proposes LS-MD estimation for the dynamic coefficient in a linear panel model with interactive fixed effects and measurement error.