Missing Data Methods

Cross-Sectional Methods and Applications

David M. Drukker

• Éditeur: Emerald Group Publishing Limited
• Année: 2011
• ISBN:
  9781780525259
• Sujet: Economía
• Sous-sujet: Econometría

Volume 27 of "Advances in Econometrics", entitled "Missing Data Methods", contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and Orthogonality; and Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling.

Table des matières

• Front Cover
• Missing Data Methods: Cross-sectional Methods and Applications
• Copyright Page
• Contents
• List of contributors
• Introduction
• The elephant in the corner: a cautionary tale about measurement error in treatment effects models
• Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information: A selected review
• Likelihood-based estimators for endogenous or truncated samples in standard stratified sampling
• Efficient estimation of the dose-response function under ignorability using subclassification on the covariates
• Average derivative estimation with missing responses
• Consistent estimation and orthogonality
• On the estimation of selection models when participation is endogenous and misclassified
• Efficient probit estimation with partially missing covariates
• Nonlinear difference-in-difference treatment effect estimation: A distributional analysis
• Bayesian analysis of multivariate sample selection models using gaussian copulas
• Estimating the average treatment effect based on direct estimation of the conditional treatment effect
• A missing variable imputation methodology with an empirical application