Missing dependent variables in fixed-effects models

DOI10.1016/J.JECONOM.2018.12.011zbMATH Open1452.62871OpenAlexW2903683663WikidataQ128701301 ScholiaQ128701301MaRDI QIDQ2000856FDOQ2000856

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

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Multivariate regression models for panel data
• Analysis of Covariance with Qualitative Data
• Specification Tests in Econometrics
• Initial conditions and moment restrictions in dynamic panel data models
• Unbalanced panel data: a survey
• Unequal spacing in dynamic panel data: identification and estimation
• The projection approach for unbalanced panel data

Cited In (2)

• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• Indirect inference with endogenously missing exogenous variables

This page was built for publication: Missing dependent variables in fixed-effects models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2000856)