| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0214 |
| 来源ID | Technical Working Paper 0214 |
| Moment Estimation with Attrition | |
| John M. Abowd; Bruno Crepon; Francis Kramarz | |
| 发表日期 | 1997-08-01 |
| 出版年 | 1997 |
| 语种 | 英语 |
| 摘要 | We present a method that accommodates missing data in longitudinal datasets of the type usually encountered in economic and social applications. The technique uses various extensions of missing at random' assumptions that we customize for dynamic models. Our method, applicable to longitudinal data on persons or firms, is implemented using the Generalized Method of Moments with reweighting that appropriately corrects for the attrition bias caused by the missing data. We apply the method to the estimation of dynamic labor demand models. The results demonstrate that the correction is extremely important. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/t0214 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/563630 |
| 推荐引用方式 GB/T 7714 | John M. Abowd,Bruno Crepon,Francis Kramarz. Moment Estimation with Attrition. 1997. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0214.pdf（736KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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