- 450 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
About this book
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.
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Yes, you can access Missing Data Methods by David M. Drukker in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- 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