Project CEMAPRE internal
| Title | Estimation and Inference in Panel Models With Attrition and Refreshment |
| Participants | Pierre Hoonhout (Principal Investigator) |
| Summary | We 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. |