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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Year of publication:	2011
Authors:	Ronning, Gerd ; Schneeweiss, Hans
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 110.2011, 2, p. 136-139
Publisher:	Elsevier
Keywords:	Panel regression Multiplicative measurement errors Bias correction Asymptotic variance Disclosure control

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008867014