Missing dependent variables in fixed-effects models

DOI10.1016/j.jeconom.2018.12.011zbMath1452.62871OpenAlexW2903683663WikidataQ128701301 ScholiaQ128701301MaRDI QIDQ2000856

Jason Abrevaya

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.011

zbMATH Keywords

fixed effectsmissing datalinear projectionclassical minimum distance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Missing data (62D10)

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