Bayesian Multiscale Multiple Imputation With Implications for Data Confidentiality
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References listed on IDEAS
- Lancaster, Tony, 1984. "The Covariance Matrix of the Information Matrix Test," Econometrica, Econometric Society, vol. 52(4), pages 1051-1053, July.
- Horowitz, Joel L., 1994. "Bootstrap-based critical values for the information matrix test," Journal of Econometrics, Elsevier, vol. 61(2), pages 395-411, April.
- Chesher, Andrew, 1983. "The information matrix test : Simplified calculation via a score test interpretation," Economics Letters, Elsevier, vol. 13(1), pages 45-48.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
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- John M. Abowd & Ian M. Schmutte & Lars Vilhuber, 2018. "Disclosure Limitation and Confidentiality Protection in Linked Data," Working Papers 18-07, Center for Economic Studies, U.S. Census Bureau.
- Erik Dietzenbacher & Manfred Lenzen & Bart Los & Dabo Guan & Michael L. Lahr & Ferran Sancho & Sangwon Suh & Cuihong Yang, 2013. "Input--Output Analysis: The Next 25 Years," Economic Systems Research, Taylor & Francis Journals, vol. 25(4), pages 369-389, December.
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