Arellano, M.; Bover, O.; Labeaga, J.M. - Centro de Estudios Monetarios y Financieros (CEMFI) - 1997
The purpose of this paper is to formulate procedures for the analysis of the time series behaviour of micro panel data subject to censoring. We assume an autoregressive model with random effects for a latent variable which is only partly observed due to a selection mechanism. Our methods are...