Showing 1 - 10 of 25
Persistent link: https://www.econbiz.de/10001430586
Persistent link: https://www.econbiz.de/10001165684
Persistent link: https://www.econbiz.de/10001283693
A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several methods have been proposed to eliminate, or at least to...
Persistent link: https://www.econbiz.de/10010332971
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 consistent and asymptotically normal estimators. In addition, we...
Persistent link: https://www.econbiz.de/10010264605
Microaggregation is a set of procedures that distort empirical data in order to guarantee the factual anonymity of the data. 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 in- vestigates the...
Persistent link: https://www.econbiz.de/10010266171
Various estimators of the reduced form of a block recursive model are investigated and compared to each other. In particular it is shown that the structural reduced form estimator, which results from estimating separately each block of the block recursive model by some efficient method and then...
Persistent link: https://www.econbiz.de/10010276588
Hans Schneeweiß is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB studied mathematics and physics and received his Ph. D. degree from the Johann-Wolfgang-Goethe University, Frankfurt, in 1960. He was member of...
Persistent link: https://www.econbiz.de/10000655961
Persistent link: https://www.econbiz.de/10003787284
Persistent link: https://www.econbiz.de/10003285404