Golden, Richard M.; Henley, Steven S.; White, Halbert; … - In: Econometrics : open access journal 7 (2019) 3/37, pp. 1-27
situation is the possibility that either the researcher’s complete-data model or the model of the missing-data mechanism is …-data likelihood function when the missing-data mechanism is assumed ignorable. First, we provide sufficient regularity conditions on … simultaneous presence of both missing data and model misspecification. These results are then used to derive robust hypothesis …