Efficient estimation with missing data and endogeneity

DOI10.1080/07474938.2023.2178089MaRDI QIDQ6134156zbMATH OpenOpenAlexFDO

Authors B. Rai

Publication date 25 July 2023

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2023.2178089

zbMATH Keywords

endogeneityimputationinstrumental variablesmissing datanonlinearity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• Instrumental variables estimation with partially missing instruments
• Missing data, imputation, and endogeneity
• Regression with imputed covariates: a generalized missing-indicator approach
• Robust inference for the two-sample 2SLS estimator
• Semiparametric efficiency in GMM models with auxiliary data
• The use of incomplete observations in multiple regression analysis. A generalized least squares approach
• Two-sample instrumental variable analyses using heterogeneous samples
• Two-sample least squares projection

Cited in

(1)

• Indirect inference with endogenously missing exogenous variables

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