Measurement error and panel data1
- 1 June 1991
- journal article
- Published by Wiley in Statistica Neerlandica
- Vol. 45 (2) , 85-92
- https://doi.org/10.1111/j.1467-9574.1991.tb01296.x
Abstract
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.Keywords
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