Missing Data Methods: Cross-Sectional Methods and Applications

by David M. Drukker

Overview

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.

Product Details

ISBN-13:	9781780525242
Publisher:	Emerald Group Publishing Limited
Publication date:	11/23/2011
Series:	Advances in Econometrics , #27
Edition description:	Part A
Pages:	450
Product dimensions:	6.14(w) x 9.21(h) x 1.18(d)

Table of Contents

List of Contributors vii

Introduction ix

The Elephant in the Corner: A Cautionary Tale About Measurement Error in Treatment Effects Models Daniel L. Millimet 1

Recent Developments in Semiparametric and Nonparametric Estimation of Panel Data Models with Incomplete Information: A Selected Review Yu Yvette Zhang Qi Li Dong Li 41

Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling Myoung-jae Lee Sanghyeok Lee 63

Efficient Estimation of the Dose-Response Function Under Ignorability Using Subclassification on the Covariates Matias D. Cattaneo Max H. Farrell 93

Average Derivative Estimation with Missing Responses Francesco Bravo Kim P. Huynh David T. Jacho-Chávez 129

Consistent Estimation and Orthogonality Tiemen Woutersen 155

On The Estimation of Selection Models when Participation is Endogenous and Misclassified Ian M. McCarthy Rusty Tchernis 179

Efficient Probit Estimation with Partially Missing Covariates Denis Conniffe Donal O'Neill 209

Nonlinear Difference-In-Difference Treatment Effect Estimation: A Distributional Analysis Kim P. Huynh David T. Jacho-Chávez Marcel C. Voia 247

Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas Phillip Li Mohammad Arshad Rahman 269

Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect Jingping Gu Juan Lin Dandan Liu 289

A Missing Variable Imputation Methodology with an Empirical Application Gayaneh Kyureghian Oral Capps Rodolfo M. Nayga 313