The paper considers the effect of additive and multiplicative measurement errors on the estimation of linear models.We assume that such measurement errors have been applied to the micro data by purpose in order to protect them against re-identification. In particular measurement errors with a bimodal mixture distribution are analyzed. First the case of cross-section data is assumed. Then for panel data both the "naive' estimator ("within estimator", mixed effects estimator) and IV estimators are considered. In particular the effect of autocorrelation of regressors in short panels is discussed.
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Paper provided by Institut für Angewandte Wirtschaftsforschung (IAW) in its series IAW Discussion Papers with number
48.
Length: 170 pages Date of creation: Mar 2009 Date of revision: Handle: RePEc:iaw:iawdip:48
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Find related papers by JEL classification: F2 - International Economics - - International Factor Movements and International Business F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
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