Panel regression with multiplicative measurement errors
The 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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- Wansbeek, Tom, 2001. "GMM estimation in panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 104(2), pages 259-268, September.
- Mittelhammer,Ron C. & Judge,George G. & Miller,Douglas J., 2000. "Econometric Foundations Pack with CD-ROM," Cambridge Books, Cambridge University Press, number 9780521623940.
- Lin, An-loh, 1989. "Estimation of multiplicative measurement-error models and some simulation results," Economics Letters, Elsevier, vol. 31(1), pages 13-20.
- Griliches, Zvi & Hausman, Jerry A., 1986.
"Errors in variables in panel data,"
Journal of Econometrics,
Elsevier, vol. 31(1), pages 93-118, February.
- John Abowd & Bryce Stephens & Lars Vilhuber, 2006. "Confidentiality Protection in the Census Bureau Quarterly Workforce Indicators," Longitudinal Employer-Household Dynamics Technical Papers 2006-02, Center for Economic Studies, U.S. Census Bureau.
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