Moment Estimation with Attrition

Using rules inspired by the statistics literature (Rubin (1976), Robins, Rotnitzky, and Zhao (1994) and (1995)), we formulate simple assumptions on the stochatic process by which firms or individuals exit from samples. Based on these hypotheses, we show that a simple adaptation of the GMM framework allows consistent estimation of any equation using moment conditions. We apply this method to a labor demand equation using an unbalanced sample of French firms.

MoreLess

Year of publication:	1997
Authors:	Abowd, J.M. ; Crepon, B. ; Kramarz, F.
Subject:	ECONOMETRICS \| EVALUATION \| MANPOWER NEEDS

More details

Type of publication:	Book / Working Paper
Notes:	36 pages
Classification:	C23 - Models with Panel Data ; C1 - Econometric and Statistical Methods: General ; C51 - Model Construction and Estimation ; J23 - Employment Determination; Job Creation; Demand for Labor; Self-Employment
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641115