Search Results - subject:"missing observations"

Observation-driven hierarchical density models for missing data imputation

Khanna, Yonas; Lucas, André - 2025

We propose an observation-driven dynamic common factor model for missing value imputation in high-dimensional panel data. The model exploits both serial and cross-sectional information in the data and can easily cope with time-variation in conditional means and variances, as well as with either...

Persistent link: https://www.econbiz.de/10015373862

Marriage penalties and bonuses by race and ethnicity : an application of race and ethnicity imputation

Costello, Rachel; DeFilippes, Portia; Fisher, Robin; … - 2024

Persistent link: https://www.econbiz.de/10014468791

Bootstrapping trending timevarying coefficient panel models with missing observations

Lin, Yicong; van der Sluis, Bernhard; Friedrich, Marina - 2023

-sectional and serial dependence, as well as heteroskedasticity. Our models also allow for missing observations in the dependent … variable. We introduce a local linear dummy variable estimator capable of handling missing observations and derive its … intervals and bands. The AWB accommodates missing observations and automatically replicates all the nuisance parameters …

Persistent link: https://www.econbiz.de/10014469349

Bootstrapping trending timevarying coefficient panel models with missing observations

Lin, Yicong; Sluis, Bernhard van der; Friedrich, Marina - 2023

Persistent link: https://www.econbiz.de/10014442008

The handling of missing data in trial-based economic evaluations : should data be multiply imputed prior to longitudinal linear mixed-model analyses?

Ben, Ângela Jornada; Dongen, Johanna M. van; El Alili, … - In: The European journal of health economics 24 (2023) 6, pp. 951-965

Persistent link: https://www.econbiz.de/10014328152

Missing Data in Asset Pricing Panels

Freyberger, Joachim; Höppner, Björn; Neuhierl, Andreas; … - 2023

Missing data for return predictors is a common problem in cross sectional asset pricing. Most papers do not explicitly discuss how they deal with missing data but conventional treatments focus on the subset of firms with no missing data for any predictor or impute the unconditional mean. Both...

Persistent link: https://www.econbiz.de/10014254015

Estimating poverty for refugees in data-scarce contexts : an application of cross-survey imputation

Dang, Hai-Anh; Verme, Paolo - In: Journal of population economics : international … 36 (2023) 2, pp. 653-679

Persistent link: https://www.econbiz.de/10014226423

Missing data in asset pricing panels

Freyberger, Joachim; Höppner, Björn; Neuhierl, Andreas; … - In: The review of financial studies 38 (2025) 3, pp. 760-802

Persistent link: https://www.econbiz.de/10015371040

Missing financial data

Bryzgalova, Svetlana; Lerner, Sven; Lettau, Martin; … - In: The review of financial studies 38 (2025) 3, pp. 803-882

Persistent link: https://www.econbiz.de/10015371041

Imputing Missing Values in the Us Census Bureau's County Business Patterns

Eckert, Fabian; Fort, Teresa; Schott, Peter K.; Yang, … - 2022

The County Business Patterns data published by the US Census Bureau track employment by county and industry from 1946 to the present. Two features of the data limit their usefulness to researchers: (1) employment for the majority of county-industry cells is suppressed to protect confidentiality,...

Persistent link: https://www.econbiz.de/10013324539