Missing observations and panel data. A Monte-Carlo analysis

László Mátyás, László Lovrics

Research output: Contribution to journalArticlepeer-review

Abstract (may include machine translation)

By means of Monte-Carlo experiments the loss of efficiency of the main error components' models estimators is analysed if from a panel data base those individuals are dropped for which the observations are complete. An empirical risk function has been estimated. This can help to measure the risk of the use of complete sub-panels instead of the original but incomplete ones.

Original languageEnglish
Pages (from-to)39-44
Number of pages6
JournalEconomics Letters
Volume37
Issue number1
DOIs
StatePublished - Sep 1991
Externally publishedYes

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