Missing data methods. / edited by David M. Drukker.

Other author Drukker, David M.
Format Electronic
Publication InfoBingley, UK : Emerald,
Descriptionxiv, 337 p. : ill. ; 24 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

Variant title Cross-sectional methods and applications
SeriesAdvances in econometrics, 0731-9053 ; v. 27A
Advances in econometrics ; v. 27A. ^A1141484
Contents The elephant in the corner : a cautionary tale about measurement error in treatment effect 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 and Dong Li -- Likelihood-based estimators for endogenous or truncated samples in standard stratified sampling / Myoung-jae Lee and Sanghyeok Lee -- Efficient estimation of the dose-response function under ignorability using subclassification on the covariates / Matias D. Cattaneo and Max H. Farrell -- Average derivative estimation with missing responses / Francesco Bravo, Kim P. Huynh and 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 and Rusty Tchernis -- Efficient probit estimation with partially missing covariates / Denis Conniffe and Donal O'Neill -- Nonlinear difference-in-difference treatment effect estimation : a distributional analysis / Kim P. Huynh, David T. Jacho-Chávez and Marcel C. Voia -- Bayesian analysis of multivariate sample selection models using Gaussian copulas / Phillip Li and Mohammad Arshad Rahman -- Estimating the average treatment effect based on direct estimation of the conditional treatment effect / Jingping Gu, Juan Lin and Dandan Liu -- A missing variable imputation methodology with an empirical application / Gayanch Kyureghian, Oral Capps Jr. and Rodolfo M. Nagya Jr.
Abstract Volume 27A 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.-- Source other than the Library of Congress.
Bibliography noteIncludes bibliographical references.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2018418581
ISBN9781780525242 (hardcover)
ISBN1780525249 (hardcover)