Panel regression with multiplicative measurement errors
AbstractThe paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 110 (2011)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/ecolet
Panel regression Multiplicative measurement errors Bias correction Asymptotic variance Disclosure control;
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NBER Technical Working Papers
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- Lin, An-loh, 1989. "Estimation of multiplicative measurement-error models and some simulation results," Economics Letters, Elsevier, vol. 31(1), pages 13-20.
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- Gerd Ronning, 2014. "Vertraulichkeit und Verfügbarkeit von Mikrodaten," IAW Discussion Papers 101, Institut für Angewandte Wirtschaftsforschung (IAW).
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