Inference in panel data models under attrition caused by unobservables

DOI10.1016/j.jeconom.2008.03.002zbMath1418.62106OpenAlexW2008187726MaRDI QIDQ295405

Debopam Bhattacharya

Publication date: 13 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.03.002

zbMATH Keywords

identificationestimationconditional momentsattrition

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (6)

Bayesian latent pattern mixture models for handling attrition in panel studies with refreshment samples ⋮ Monte Carlo evidence on the estimation method for industry dynamics ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ 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

Cites Work

• Unnamed Item
• Nonresponse in dynamic panel data models
• On methods of sieves and penalization
• Sample selection and information-theoretic alternatives to GMM
• Simple estimators for nonparametric panel data models with sample attrition
• Simulation and the Asymptotics of Optimization Estimators
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Testing for Selectivity Bias in Panel Data Models
• Asymptotic Properties of Weighted M-estimators for variable probability samples
• Combining Panel Data Sets with Attrition and Refreshment Samples
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

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