Validity of LSE for trimmed and differenced panel data due to absorbing attrition

Myoung-jae Lee, Myeong Hyeon Cho

Research output: Contribution to journalArticle

Abstract

Under attrition, usually panel data are trimmed to include only the individuals with complete records; then, to allow for a unit-specific effect related to regressors, LSE is applied to the first-differenced model. This paper provides conditions for the LSE to be valid.

Original languageEnglish
Pages (from-to)251-256
Number of pages6
JournalEconomics Letters
Volume74
Issue number2
DOIs
Publication statusPublished - 2002 Jan 1
Externally publishedYes

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Panel data
Attrition

Keywords

  • Attrition
  • Panel data
  • Sample-selection

ASJC Scopus subject areas

  • Economics and Econometrics
  • Finance

Cite this

Validity of LSE for trimmed and differenced panel data due to absorbing attrition. / Lee, Myoung-jae; Cho, Myeong Hyeon.

In: Economics Letters, Vol. 74, No. 2, 01.01.2002, p. 251-256.

Research output: Contribution to journalArticle

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