Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/26653 
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dc.contributor.authorRonning, Gerden
dc.contributor.authorSchneeweiss, Hansen
dc.date.accessioned2009-04-21-
dc.date.accessioned2009-07-28T08:49:27Z-
dc.date.available2009-07-28T08:49:27Z-
dc.date.issued2009-
dc.identifier.urihttp://hdl.handle.net/10419/26653-
dc.description.abstractThe paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we find estimates for the asymptotic variances of these estimators. The paper focuses on multiplicative errors, which are often deliberately added to the data in order to minimize their disclosure risk. They can be analyzed in a similar way as additive errors, but with some important and consequential differences.en
dc.language.isoengen
dc.publisher|aCenter for Economic Studies and ifo Institute (CESifo) |cMunichen
dc.relation.ispartofseries|aCESifo Working Paper |x2608en
dc.subject.jelC13en
dc.subject.ddc330en
dc.subject.keywordPanel regressionen
dc.subject.keywordmultiplicative measurement errorsen
dc.subject.keywordbias correctionen
dc.subject.keywordasymptotic varianceen
dc.subject.keyworddisclosure controlen
dc.subject.stwPanelen
dc.subject.stwRegressionen
dc.subject.stwSchätztheorieen
dc.subject.stwStatistischer Fehleren
dc.subject.stwBiasen
dc.subject.stwTheorieen
dc.titlePanel regression with random noise-
dc.typeWorking Paperen
dc.identifier.ppn597856060en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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