Summary Microaggregation is a set of procedures that distort empirical data in order to guarantee their factual anonymity. At the same time the information content of data sets should not be reduced too much and should still be useful for scientific research. This paper investigates the effect...

Microaggregation is a set of procedures that distort empirical data in order to guarantee their facutal anonymity. At the same time the information content of data sets should not be reduced too much and should still be useful for scientific research. This paper investigates the effect of...

Microaggregation by individual ranking (IR) is an important technique for masking confidential econometric data. While being a successful method for controlling the disclosure risk of observations, IR also affects the results of statistical analyses. We conduct a theoretical analysis on the...

In a structural measurement error model the structural quasi-score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified, the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the...

Micro-aggregation is a frequently used strategy to anonymize data before they are released to the scientific public. A sample of a continuous random variable is individually micro-aggregated by first sorting and grouping the data into groups of equal size and then replacing the values of the...

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.

Das Lehrbuch führt in die heute als klassisch anzusehenden Methoden der Ökonometrie ein. Aufbauend auf dem unabdingbaren Fundament der Regressionsanalyse, enthält es eine Darstellung der linearen dynamischen Systeme sowie der interdependenten Mehrgleichungsmodelle nebst den zugehörigen...