Missing data methods : cross-sectional methods and applications / edited by David M. Drukker.

Format:

Book

Contributor:

Drukker, David M.

Series:

Advances in econometrics ; v. 27, pt. 1.

Advances in econometrics, 0731-9053 ; v. 27, pt. 1

Language:

English

Subjects (All):

Missing observations (Statistics).

Economics--Statistical methods.

Economics.

Physical Description:

1 online resource (352 p.)

Edition:

1st ed.

Place of Publication:

Bingley [England] : Emerald Group Pub., 2011.

Language Note:

English

Summary:

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.

Contents:

Introduction / David M. Drukker

The elephant in the corner : a cautionary tale about measurement error in treatment effects models / Daniel L. Millimet

Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information : a selected review / Yu Yvette Zhang, Qi Li, Dong Li

Likelihood-based estimators for endogenous or truncated samples in standard stratified sampling / Myoung-jae Lee, Sanghyeok Lee

Efficient estimation of the dose-response function under ignorability using subclassification on the covariates / Matias D. Cattaneo, Max H. Farrell

Average derivative estimation with missing responses / Francesco Bravo, Kim P. Huynh, David T. Jacho-Chávez

Consistent estimation and orthogonality / Tiemen Woutersen

On the estimation of selection models when participation is endogenous and misclassified / Ian M. McCarthy, Rusty Tchernis

Efficient probit estimation with partially missing covariates / Denis Conniffe, Donal O'Neill

Nonlinear difference-in-difference treatment effect estimation : a distributional analysis / Kim P. Huynh, David T. Jacho-Chávez, Marcel C. Voia

Bayesian analysis of multivariate sample selection models using Gaussian copulas / Phillip Li, Mohammad Arshad Rahman

Estimating the average treatment effect based on direct estimation of the conditional treatment effect / Jingping Gu, Juan Lin, Dandan Liu

A missing variable imputation methodology with an empirical application / Gayaneh Kyureghian, Oral Capps, Rodolfo M. Nayga.

Notes:

Description based upon print version of record.

Includes bibliographical references.

Print version record

ISBN:

9786613354860

9781283354868

1283354861

9781780525259

1780525257

OCLC:

769342567