This book analyzes how the choice of a particular disclosure
limitation method, namely additive and multiplicative measurement
error, affects the quality of the data and limits its usefulness
for empirical research. Generally, a disclosure limitation method
can be regarded as a data filter that transforms the true data
generating process. This book focuses explicitly on the
consequences of additive and multiplicative measurement error for
the properties of nonlinear econometric estimators. It investigates
the extent to which appropriate econometric techniques can yield
consistent and unbiased estimates of the true data generating
process in the case of disclosure limitation. Sandra Nolte received
her PhD in Economics at the University of Konstanz, Germany in 2008
and is a postdoctoral researcher at the Financial Econometric
Research Centre at the Warwick Business School, UK since 2009. Her
research areas include microeconometrics and financial
econometrics.
General
Imprint: |
Lit Verlag
|
Country of origin: |
Germany |
Series: |
Applied Econometrics/ Angewandte Okonometrie, 3 |
Release date: |
October 2012 |
First published: |
May 2010 |
Authors: |
Sandra Nolte
|
Dimensions: |
234 x 156mm (L x W) |
Format: |
Paperback
|
Pages: |
168 |
ISBN-13: |
978-3-643-90046-3 |
Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
Promotions
|
LSN: |
3-643-90046-5 |
Barcode: |
9783643900463 |
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