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stat.ME2018
A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data
Chunrong Ai, Oliver Linton, Zheng Zhang
This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient…
stat.ME2017
Estimation in Semiparametric Quantile Factor Models
Shujie Ma, Oliver Linton, Jiti Gao
We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference that are robust to the existence of moments and to the form of…