Missing dependent variables in fixed-effects models

DOI10.1016/J.JECONOM.2018.12.011MaRDI QIDQ2000856zbMATH OpenOpenAlexWikidataFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3938400 (Why is no real title available?)
• Analysis of Covariance with Qualitative Data
• Econometric analysis of cross section and panel data.
• Initial conditions and moment restrictions in dynamic panel data models
• Multivariate regression models for panel data
• Specification Tests in Econometrics
• The projection approach for unbalanced panel data
• Unbalanced panel data: a survey
• Unequal spacing in dynamic panel data: identification and estimation

Cited in

(4)

• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• scientific article; zbMATH DE number 3886949 (Why is no real title available?)
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• Indirect inference with endogenously missing exogenous variables

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