The 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 …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …

asymptotic linear expansions with nearly optimal rates. Second, we study the higher-order bias of exact quantile estimators up to … O (1/n). Using a novel non-smooth calculus technique, we uncover previously unknown non-negligible bias components that … cannot be consistently estimated and depend on the employed estimation algorithm. To circumvent this problem, we propose a …

Purchasing power adjusted incomes applied in cross-country comparisons are measured with bias. In this paper, we … estimate the purchasing power parity (PPP) bias in Penn World Table incomes and provide corrected incomes. The bias is … bias and the bias in consumer price index (CPI) numbers. The PPP bias and subsequent corrected incomes are measured by …

European countries for more than a decade, we estimate time-varying individual level bias in ‘survival expectations' (BSE) at …