GMM estimation for nonignorable missing data : theory and practice
This thesis develops several Generalized Method ofMoments (GMM) estimators for analysing Not Missing at Random (NMAR) data, which is commonly referred to as the self-selection problem in an economic context. We extend the semiparametric estimation procedures of Ramalho and Smith (2003) to include th...
| Main Author: | |
|---|---|
| Published: |
University of Warwick
2007
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.524273 |