Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/26653
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dc.contributor.authorRonning, Gerden_US
dc.contributor.authorSchneeweiss, Hansen_US
dc.date.accessioned2009-04-21en_US
dc.date.accessioned2009-07-28T08:49:27Z-
dc.date.available2009-07-28T08:49:27Z-
dc.date.issued2009en_US
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_US
dc.language.isoengen_US
dc.publisher|aCenter for Economic Studies and Ifo Institute (CESifo) |cMunichen_US
dc.relation.ispartofseries|aCESifo working paper|x2608en_US
dc.subject.jelC13en_US
dc.subject.ddc330en_US
dc.subject.keywordPanel regressionen_US
dc.subject.keywordmultiplicative measurement errorsen_US
dc.subject.keywordbias correctionen_US
dc.subject.keywordasymptotic varianceen_US
dc.subject.keyworddisclosure controlen_US
dc.subject.stwPanelen_US
dc.subject.stwRegressionen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwStatistischer Fehleren_US
dc.subject.stwBiasen_US
dc.subject.stwTheorieen_US
dc.titlePanel regression with random noiseen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn597856060en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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