Estimation of Linear Models with Anonymised Panel Data∗
نویسندگان
چکیده
We analyse the effect of the anonymisation method multiplicative stochastic noise on the within estimation of a linear panel model. In particular, we concentrate on the panel model with serially correlated regressors. In addition to anonymisation as such, the serial correlation in a data set with only few points in time increases the bias of the within estimator and therefore must be taken into account in correction methods. JEL classification: C01, C13, C23, D21
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