Nijman, Theo; Verbeek, Marno - In: Journal of Applied Econometrics 7 (1992) 3, pp. 243-57
If missing observations in a panel data set are not missing at random, many widely applied estimators may be inconsistent. In this paper the authors examine empirically several ways to reveal the nature and severity of the selectivity problem due to nonresponse, as well as a number of methods to...