Volume 27 of Advances in Econometrics, entitled Missing Data Methods, contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate...

This paper addresses M-estimation of conditional mean functions when observations are missing at random. The usual approach of correcting for missing data, when the missing data mechanism is ignorable, is inverse probability weighting. An alternative semiparametric M-estimator which involves...

A statistical model is a class of probability distributions assumed to contain the true distribution generating the data. In parametric models, the distributions are indexed by a finite-dimensional parameter characterizing the scientific question of interest. Semiparametric models describe the...