Heinz Grohmann -- Hans Schneeweiss -- Heinrich Strecker -- Articles -- Least-Squares Index Numbers -- Stationary State Equations for Personnel Flows in Hierarchical Organizations with Entry at Lowest Rank and Promotion from Within -- Polynomial Entropy -- On the Formation of Statistical Models...

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...

In a structural measurement error model the structural quasi-score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified, the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the...

The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.