Indirect inference with endogenously missing exogenous variables
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Cites work
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- A Generalization of Sampling Without Replacement From a Finite Universe
- Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
- Discrete Choice Methods with Simulation
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Indirect inference in structural econometric models
- Indirect inference with(out) constraints
- Inference and missing data
- Inverse Probability Tilting for Moment Condition Models with Missing Data
- Inverse probability weighted estimation for general missing data problems
- Measurement Error Models with Auxiliary Data
- Modeling earnings dynamics
- Redundancy of moment conditions
- Semiparametric Efficiency in Multivariate Regression Models with Missing Data
- Semiparametric efficiency in GMM models with auxiliary data
- Simulation and the Asymptotics of Optimization Estimators
- Testing Parameters in GMM Without Assuming that They Are Identified
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
Cited in
(8)- Indirect inference in structural econometric models
- Discontinuities in indirect estimation: an application to EAR models
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach
- Missing data, imputation, and endogeneity
- Indirect inference with a non-smooth criterion function
- Exogenous treatment and endogenous factors: vanishing of omitted variable bias on the interaction term
- Monte Carlo evidence on the estimation method for industry dynamics
- Indirect inference and small sample bias -- some recent results
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