Simple estimators for nonparametric panel data models with sample attrition

DOI10.1016/S0304-4076(03)00210-0zbMath1282.62072MaRDI QIDQ2439055

Mitali Das

Publication date: 7 March 2014

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

zbMATH Keywords

random effectspanel datanonparametric estimationattritiontwo-step estimationselection on unobservables

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (6)

Inference in panel data models under attrition caused by unobservables ⋮ Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ Monte Carlo evidence on the estimation method for industry dynamics ⋮ A panel quantile approach to attrition bias in big data: evidence from a randomized experiment ⋮ Handling attrition in longitudinal studies: the case for refreshment samples ⋮ Heterogeneity and selection in dynamic panel data

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