Research projects

Project CEMAPRE internal

TitleEstimation and Inference in Panel Models With Attrition and Refreshment
ParticipantsPierre Hoonhout (Principal Investigator)
SummaryWe consider the Additively Non-ignorable attrition model if Hirano, Imbens, Ridder and Rubin
(Econometrica 2001).
The additively non-ignorable attrition model for panel with two waves is non-parametrically
just-identified under a normalisation of the index-functions that appear in the attrition
probability model.

The goal is to show that asymptotic distribution of the GMM estimator for a vector of population
parameters of interest is not affected by the choice of normalisation.