Simple estimators for nonparametric panel data models with sample attrition
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Publication:2439055
DOI10.1016/S0304-4076(03)00210-0zbMath1282.62072MaRDI QIDQ2439055
Publication date: 7 March 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
random effectspanel datanonparametric estimationattritiontwo-step estimationselection on unobservables
Related Items (6)
Inference in panel data models under attrition caused by unobservables ⋮ Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ Monte Carlo evidence on the estimation method for industry dynamics ⋮ 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
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