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

Myoung Jae Lee; Myeong Hyeon Cho

doi:10.1016/S0165-1765(01)00553-5

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

Myoung Jae Lee, Myeong Hyeon Cho

Research output: Journal Publication › Article › peer-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 language	English
Pages (from-to)	251-256
Number of pages	6
Journal	Economics Letters
Volume	74
Issue number	2
DOIs	https://doi.org/10.1016/S0165-1765(01)00553-5
Publication status	Published - Jan 2002
Externally published	Yes

Keywords

Attrition
Panel data
Sample-selection

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/S0165-1765(01)00553-5

Cite this

@article{1841d253937d427ba5f63122fc3bfbdc,

title = "Validity of LSE for trimmed and differenced panel data due to absorbing attrition",

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.",

keywords = "Attrition, Panel data, Sample-selection",

author = "Lee, \{Myoung Jae\} and Cho, \{Myeong Hyeon\}",

year = "2002",

month = jan,

doi = "10.1016/S0165-1765(01)00553-5",

language = "English",

volume = "74",

pages = "251--256",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Validity of LSE for trimmed and differenced panel data due to absorbing attrition

AU - Lee, Myoung Jae

AU - Cho, Myeong Hyeon

PY - 2002/1

Y1 - 2002/1

N2 - 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.

AB - 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.

KW - Attrition

KW - Panel data

KW - Sample-selection

UR - https://www.scopus.com/pages/publications/0036006553

U2 - 10.1016/S0165-1765(01)00553-5

DO - 10.1016/S0165-1765(01)00553-5

M3 - Article

AN - SCOPUS:0036006553

SN - 0165-1765

VL - 74

SP - 251

EP - 256

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this