메뉴 건너뛰기




Volumn 151, Issue 1, 2009, Pages 47-55

GMM redundancy results for general missing data problems

Author keywords

Generalized method of moments; Inverse probability weighting; Missing at random; Selectivity

Indexed keywords

ESTIMATION PROBLEM; GENERALIZED METHOD OF MOMENTS; IGNORABILITY; INVERSE PROBABILITY WEIGHTING; MISSING AT RANDOM; MISSING DATA PROBLEM; SELECTION PROCESS; SELECTIVITY; SET OF MOMENTS;

EID: 67349177775     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.03.010     Document Type: Article
Times cited : (19)

References (43)
  • 1
    • 0039565319 scopus 로고
    • A separability result for GMM estimation, with applications to gls prediction and conditional moment tests
    • Ahn S., and Schmidt P. A separability result for GMM estimation, with applications to gls prediction and conditional moment tests. Econometric Reviews 14 (1995) 19-34
    • (1995) Econometric Reviews , vol.14 , pp. 19-34
    • Ahn, S.1    Schmidt, P.2
  • 2
    • 38349068317 scopus 로고
    • The effect of age at school entry on educational attainment: An application of instrumental variables with moments from two samples
    • Angrist J.D., and Krueger A.B. The effect of age at school entry on educational attainment: An application of instrumental variables with moments from two samples. Journal of the American Statistical Association 87 (1992) 328-336
    • (1992) Journal of the American Statistical Association , vol.87 , pp. 328-336
    • Angrist, J.D.1    Krueger, A.B.2
  • 5
    • 0001620014 scopus 로고
    • Asymptotic efficiency in estimation with conditional moment restrictions
    • Chamberlain G. Asymptotic efficiency in estimation with conditional moment restrictions. Journal of Econometrics 34 (1987) 305-334
    • (1987) Journal of Econometrics , vol.34 , pp. 305-334
    • Chamberlain, G.1
  • 7
    • 0001923412 scopus 로고
    • Efficient estimation of discrete-choice models
    • Manski C.F., and McFadden D.L. (Eds), The MIT Press, Cambridge
    • Cosslett S.R. Efficient estimation of discrete-choice models. In: Manski C.F., and McFadden D.L. (Eds). Structural Analysis of Discrete Data and Econometric Applications (1981), The MIT Press, Cambridge 51-111
    • (1981) Structural Analysis of Discrete Data and Econometric Applications , pp. 51-111
    • Cosslett, S.R.1
  • 8
    • 0001454941 scopus 로고
    • Maximum likelihood estimator for choice-based samples
    • Cosslett S.R. Maximum likelihood estimator for choice-based samples. Econometrica 49 (1981) 1289-1316
    • (1981) Econometrica , vol.49 , pp. 1289-1316
    • Cosslett, S.R.1
  • 9
    • 0038622033 scopus 로고    scopus 로고
    • Parameters of interest, nuisance parameters and orthogonality conditions an application to autoregressive error component models
    • Crepon B., Kramarz F., and Trognon A. Parameters of interest, nuisance parameters and orthogonality conditions an application to autoregressive error component models. Journal of Econometrics 82 (1997) 135-156
    • (1997) Journal of Econometrics , vol.82 , pp. 135-156
    • Crepon, B.1    Kramarz, F.2    Trognon, A.3
  • 10
    • 0003054754 scopus 로고
    • Maximum likelihood estimation of regressions containing unobservable independent variables
    • Goldberger A. Maximum likelihood estimation of regressions containing unobservable independent variables. International Economic Review 13 (1972) 1-15
    • (1972) International Economic Review , vol.13 , pp. 1-15
    • Goldberger, A.1
  • 11
    • 0000246557 scopus 로고    scopus 로고
    • Efficient estimation of panel data models with conditional moment restrictions
    • Hahn J. Efficient estimation of panel data models with conditional moment restrictions. Journal of Econometrics 79 (1997) 1-22
    • (1997) Journal of Econometrics , vol.79 , pp. 1-22
    • Hahn, J.1
  • 12
    • 0000858149 scopus 로고    scopus 로고
    • On the role of the propensity score in efficient semiparametric estimation of average treatment effects
    • Hahn J. On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica 66 (1998) 315-331
    • (1998) Econometrica , vol.66 , pp. 315-331
    • Hahn, J.1
  • 13
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen L. Large sample properties of generalized method of moments estimators. Econometrica 50 (1982) 1029-1054
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.1
  • 16
    • 25844518492 scopus 로고    scopus 로고
    • A paradox concerning nuisance parameters and projected estimating functions
    • Henmi M., and Eguchi S. A paradox concerning nuisance parameters and projected estimating functions. Biometrika 91 (2004) 929-941
    • (2004) Biometrika , vol.91 , pp. 929-941
    • Henmi, M.1    Eguchi, S.2
  • 17
    • 0141495120 scopus 로고    scopus 로고
    • Efficient estimation of average treatment effects using the estimated propensity score
    • Hirano K., Imbens G., and Ridder G. Efficient estimation of average treatment effects using the estimated propensity score. Econometrica 71 (2003) 1161-1189
    • (2003) Econometrica , vol.71 , pp. 1161-1189
    • Hirano, K.1    Imbens, G.2    Ridder, G.3
  • 18
    • 53349142587 scopus 로고    scopus 로고
    • A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
    • Hitomi K., Nishiyama Y., and Okui R. A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters. Econometric Theory 24 (2008) 1717-1728
    • (2008) Econometric Theory , vol.24 , pp. 1717-1728
    • Hitomi, K.1    Nishiyama, Y.2    Okui, R.3
  • 19
  • 20
    • 0000356933 scopus 로고
    • An efficient method of moments estimator for discrete choice models with choice-based sampling
    • Imbens G.W. An efficient method of moments estimator for discrete choice models with choice-based sampling. Econometrica 60 (1992) 1187-1214
    • (1992) Econometrica , vol.60 , pp. 1187-1214
    • Imbens, G.W.1
  • 22
    • 0000847211 scopus 로고
    • The estimation of choice probabilities from choice based samples
    • Manski C.F., and Lerman S.R. The estimation of choice probabilities from choice based samples. Econometrica 45 (1977) 1977-1988
    • (1977) Econometrica , vol.45 , pp. 1977-1988
    • Manski, C.F.1    Lerman, S.R.2
  • 23
    • 0002096131 scopus 로고
    • Alternative estimators and sample designs for discrete choice analysis
    • Manski C.F., and McFadden D.L. (Eds), The MIT Press
    • Manski C.F., and McFadden D.L. Alternative estimators and sample designs for discrete choice analysis. In: Manski C.F., and McFadden D.L. (Eds). Structural Analysis of Discrete Data with Econometric Applications (1981), The MIT Press 2-50
    • (1981) Structural Analysis of Discrete Data with Econometric Applications , pp. 2-50
    • Manski, C.F.1    McFadden, D.L.2
  • 24
    • 0012629699 scopus 로고    scopus 로고
    • Sample selection and information-theoretic alternatives to GMM
    • Nevo A. Sample selection and information-theoretic alternatives to GMM. Journal of Econometrics 107 (2002) 149-157
    • (2002) Journal of Econometrics , vol.107 , pp. 149-157
    • Nevo, A.1
  • 25
    • 0037240405 scopus 로고    scopus 로고
    • Using weights to adjust for sample selection when auxiliary information is available
    • Nevo A. Using weights to adjust for sample selection when auxiliary information is available. Journal of Business and Economic Statistics 21 (2003) 43-53
    • (2003) Journal of Business and Economic Statistics , vol.21 , pp. 43-53
    • Nevo, A.1
  • 26
    • 0000331710 scopus 로고
    • A method of moments interpretation of sequential estimators
    • Newey W. A method of moments interpretation of sequential estimators. Economics Letters 14 (1984) 201-206
    • (1984) Economics Letters , vol.14 , pp. 201-206
    • Newey, W.1
  • 27
    • 70350096085 scopus 로고
    • Large sample estimation and hypothesis testing
    • Engle R., and McFadden D. (Eds)
    • Newey W., and McFadden D. Large sample estimation and hypothesis testing. In: Engle R., and McFadden D. (Eds). Handbook of Econometrics vol. IV (1994) 2113-2241
    • (1994) Handbook of Econometrics , vol.IV , pp. 2113-2241
    • Newey, W.1    McFadden, D.2
  • 28
    • 0001447776 scopus 로고
    • Econometric issues in the analysis of regressions with generated regressors
    • Pagan A. Econometric issues in the analysis of regressions with generated regressors. International Economic Review 25 (1984) 221-247
    • (1984) International Economic Review , vol.25 , pp. 221-247
    • Pagan, A.1
  • 29
    • 0001409980 scopus 로고
    • The asymptotic effects of substituting estimators for parameters in certain types of statistics
    • Pierce D.A. The asymptotic effects of substituting estimators for parameters in certain types of statistics. Annals of Statistics 10 (1982) 475-478
    • (1982) Annals of Statistics , vol.10 , pp. 475-478
    • Pierce, D.A.1
  • 30
    • 0141504011 scopus 로고    scopus 로고
    • Improved instrumental variables and generalized method of moments estimators
    • Qian H., and Schmidt P. Improved instrumental variables and generalized method of moments estimators. Journal of Econometrics 91 (1999) 145-169
    • (1999) Journal of Econometrics , vol.91 , pp. 145-169
    • Qian, H.1    Schmidt, P.2
  • 31
    • 33845409839 scopus 로고    scopus 로고
    • Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
    • Ramalho E.A., and Ramalho J.J.S. Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling. Econometric Reviews 25 (2006) 475-496
    • (2006) Econometric Reviews , vol.25 , pp. 475-496
    • Ramalho, E.A.1    Ramalho, J.J.S.2
  • 32
    • 0026708512 scopus 로고
    • Estimating exposure effects by modelling the expectation of exposure conditional on confounders
    • Robins J.M., Mark S.D., and Newey W.K. Estimating exposure effects by modelling the expectation of exposure conditional on confounders. Biometrics 48 (1992) 479-495
    • (1992) Biometrics , vol.48 , pp. 479-495
    • Robins, J.M.1    Mark, S.D.2    Newey, W.K.3
  • 33
    • 21844487694 scopus 로고
    • Semiparametric efficiency in multivariate regression models with missing data
    • Robins J.M., and Rotnitzky A. Semiparametric efficiency in multivariate regression models with missing data. Journal of the American Statistical Association 90 (1995) 122-129
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 122-129
    • Robins, J.M.1    Rotnitzky, A.2
  • 35
    • 77951622706 scopus 로고
    • The central role of the propensity score in observational studies for causal effects
    • Rosenbaum P.R., and Rubin D.B. The central role of the propensity score in observational studies for causal effects. Biometrika 70 (1983) 41-55
    • (1983) Biometrika , vol.70 , pp. 41-55
    • Rosenbaum, P.R.1    Rubin, D.B.2
  • 36
    • 0017133178 scopus 로고
    • Inference and missing data
    • Rubin D.B. Inference and missing data. Biometrika 63 (1976) 581-592
    • (1976) Biometrika , vol.63 , pp. 581-592
    • Rubin, D.B.1
  • 38
    • 0001650625 scopus 로고    scopus 로고
    • Asymptotic properties of weighted m-estimators for variable probability samples
    • Wooldridge J. Asymptotic properties of weighted m-estimators for variable probability samples. Econometrica 67 (1999) 1385-1406
    • (1999) Econometrica , vol.67 , pp. 1385-1406
    • Wooldridge, J.1
  • 39
    • 0035627805 scopus 로고    scopus 로고
    • Asymptotic properties of weighted m-estimators for standard stratified samples
    • Wooldridge J. Asymptotic properties of weighted m-estimators for standard stratified samples. Econometric Theory 17 (2001) 451-470
    • (2001) Econometric Theory , vol.17 , pp. 451-470
    • Wooldridge, J.1
  • 41
    • 10044269285 scopus 로고    scopus 로고
    • Inverse probability weighted m-estimators for sample selection, attrition and stratification
    • Wooldridge J. Inverse probability weighted m-estimators for sample selection, attrition and stratification. Portuguese Economic Journal 1 (2002) 117-139
    • (2002) Portuguese Economic Journal , vol.1 , pp. 117-139
    • Wooldridge, J.1
  • 42
    • 34848853862 scopus 로고    scopus 로고
    • Inverse probability weighted estimation for general missing data problems
    • Wooldridge J. Inverse probability weighted estimation for general missing data problems. Journal of Econometrics 141 (2007) 1281-1301
    • (2007) Journal of Econometrics , vol.141 , pp. 1281-1301
    • Wooldridge, J.1
  • 43
    • 0001075024 scopus 로고
    • Estimation of regression relationships containing unobservable independent variables
    • Zellner A. Estimation of regression relationships containing unobservable independent variables. International Economic Review 11 (1970) 441-454
    • (1970) International Economic Review , vol.11 , pp. 441-454
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.