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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
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When no variables are observed for endogenous non-respondents of panel data, bias correction is available only for a limited class of instrumental variable estimators, which require strong conditions for consistency and often suffer from substantial efficiency loss. In this paper we examine a convenient alternative method of imputing the missing explanatory variables and then using standard bias-correction procedures for sample selection. Various bias-corrected estimators are derived and their performances are compared by Monte Carlo experiments. Results verify efficiency loss by the instrumental variable estimators and suggest that the imputation method is practically useful if it is applied to first-difference regression.
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참고문헌 (12)
참고문헌 신청
Baltagi, B. H. / 2014 / Econometric Analysis of Panel Data / Wiley
Han, C. / 2017 / Efficient estimation of linear panel data models with sample selection and fixed effects
Fisher, R. A. / 1915 / Frequency distribution of the values of the correlation coefficient in samples from an indefinitely large population / Biometrika 10:507~521
Fisher, R. A. / 1921 / On the “probable error” of a coefficient of correlation deduced from a small sample / Metron 1:3~32
Heckman, J. J. / 1976 / The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models / Annals of Economic and Social Measurement 5:475~492
Han, C. / 2017 / Efficient estimation of linear panel data models with sample selection and fixed effects
Fisher, R. A. / 1915 / Frequency distribution of the values of the correlation coefficient in samples from an indefinitely large population / Biometrika 10:507~521
Fisher, R. A. / 1921 / On the “probable error” of a coefficient of correlation deduced from a small sample / Metron 1:3~32
Heckman, J. J. / 1976 / The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models / Annals of Economic and Social Measurement 5:475~492
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