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

Myoung Jae Lee, Myeong Hyeon Cho

Research output: Contribution to journalArticlepeer-review

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
Externally publishedYes

Keywords

  • Attrition
  • Panel data
  • Sample-selection

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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