Advances in Econometrics, Volume 27: Missing Data Methods

Editor: David M. Drukker (StataCorp)

DOI 10.1108/S0731-9053(2011)27_Part_1 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78052-524-2 eISBN 978-1-78052-525-9 Book series ISSN 0731-9053

Part A: Cross-sectional Methods and Applications

• Introduction, David M. Drukker.
• The Elephant in the Corner: A Cautionary Tale About Measurement Error in Treatment Effects Models, Daniel L. Millimet.
• Recent Developments in Semiparametric Estimation of Panel Data Models with Incomplete Information: A Selected Review, Yu Yvette Zhang, Qi Li, and Dong Li.
• Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling, Myoung-jae Lee and Sanghyeok Lee.
• Efficient Estimation of the Dose-Response Function Under Ignorability Using Subclassification on the Covariates, Matias D. Cattaneo and Max H. Farrell.
• Average Derivative Estimation with Missing Responses, Francesco Bravo, Kim P. Huynh, and David T. Jacho-Chavez.
• Consistent Estimation and Orthogonality, Tiemen Woutersen.
• On the Estimation of Selection Models When Participation is Endogenous and Misclassified, Ian M. McCarthy and Rusty Tchernis.
• Efficient Probit Estimation with Partially Missing Covariates, Denis Conniffe and Donal O'Neill.
• Nonlinear Difference-In-Difference Treatment Effect Estimation: A Distributional Analysis, Kim P. Huynh, David T. Jacho-Chavez, and Marcel C. Voia.
• Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas, Phillip Li and Mohammad Arshad Rahman.
• Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect, Jingping Gu, Juan Lin, and Dandan Liu.
• A Missing Variable Imputation Methodology with an Empirical Application, Gayaneh Kyureghian, Oral Capps Jr. and Rodolfo M. Nayga, Jr.

Emerald Literati Outstanding Author Contribution Award: [PART 1] The Elephant in the Corner: A Cautionary Tale About Measurement Error in Treatment Effects Models, Daniel L. Millimet.

Part B: Time-Series Methods and Applications

DOI 10.1108/S0731-9053(2011)27_Part_2 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78052-526-6 eISBN 978-1-78052-527-3 Book series ISSN 0731-9053

• Introduction, David M. Drukker.
• Markov Switching Models in Empirical Finance, Massimo Guidolin.
• Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey, Massimo Guidolin.
• Volatility in Discrete and Continous-Time Models: A Survey with New Evidence on Large and Small Jumps, Diep Duong and Norman R. Swanson.
• Missing-Data Imputation in Nonstationary Panel Data Models, Wensheng Kang.

Emerald Literati Outstanding Author Contribution Award: [PART 2] Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey, Massimo Guidolin.