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), and compare resampling with a common method of disclosure control, i.e. disturbance with multiplicative error, concerning … results show that univariate distributions can be better reproduced by unweighted resampling. Parameter estimates can be … reproduced quite well if (a) the resampling procedure implements the correlation structure of the original data as a scale and (b …
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We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...
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