Cover Image

A Doubly Robust GMM Estimator for Sequential Non-monotone Missingness

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Yang, Shenshen
Format:	Preprint
Published:	2022
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Doubly Corrected Robust Variance Estimator for Linear GMM
by: Hwang, Jungbin, et al.
Published: (2019)

Doubly Robust Estimators with Weak Overlap
by: Ma, Yukun, et al.
Published: (2023)

Automatic Locally Robust GMM with Machine-Learning-Generated Regressors
by: Escanciano, Juan Carlos, et al.
Published: (2023)

Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification
by: Kang, Byunghoon, et al.
Published: (2025)

Difference-in-Differences Meets Synthetic Control: Doubly Robust Identification and Estimation
by: Sun, Yixiao, et al.
Published: (2025)

GMM and M Estimation under Network Dependence
by: Sasaki, Yuya
Published: (2025)

Plausible GMM: A Quasi-Bayesian Approach
by: Chernozhukov, Victor, et al.
Published: (2025)

Doubly Robust Instrumented Difference-in-Differences
by: Raaschou-Pedersen, Jonas Skjold
Published: (2026)

Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
by: Słoczyński, Tymon, et al.
Published: (2023)

Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
by: Deng, Yuhao, et al.
Published: (2026)

Penalized GMM Framework for Inference on Functionals of Nonparametric Instrumental Variable Estimators
by: Bakhitov, Edvard
Published: (2026)

Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias
by: Phillips, Robert F.
Published: (2022)

Efficient GMM and Weighting Matrix under Misspecification
by: Kang, Byunghoon
Published: (2026)

A Note on Doubly Robust Estimator in Regression Discontinuity Designs
by: Kato, Masahiro
Published: (2024)

Doubly Robust Identification of Causal Effects of a Continuous Treatment using Discrete Instruments
by: Dong, Yingying, et al.
Published: (2023)

An MPEC Estimator for the Sequential Search Model
by: Koiso, Shinji, et al.
Published: (2024)

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
by: DiTraglia, Francis J.
Published: (2014)

Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
by: Jin, Jikai, et al.
Published: (2024)

Doubly robust local projections difference-in-differences
by: Uhr, Daniel de Abreu Pereira, et al.
Published: (2026)

Automatic Doubly Robust Forests
by: Chen, Zhaomeng, et al.
Published: (2024)

US fiscal policy shocks: Proxy‐SVAR overidentification via GMM
by: Allan W. Gregory, et al.
Published: (2024)

Doubly Robust Inference in Causal Latent Factor Models
by: Abadie, Alberto, et al.
Published: (2024)

Bayesian Semiparametric Causal Inference: Targeted Doubly Robust Estimation of Treatment Effects
by: Sert, Gözde, et al.
Published: (2025)

A Robust Similarity Estimator
by: Archakov, Ilya
Published: (2026)

Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity
by: Chen, Ertian, et al.
Published: (2026)

Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
by: Imai, Shunsuke, et al.
Published: (2023)

Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games
by: Dearing, Adam, et al.
Published: (2019)

How Much Weak Overlap Can Doubly Robust T-Statistics Handle?
by: Dorn, Jacob
Published: (2025)

Testing the Significance of the Difference-in-Differences Coefficient via Doubly Randomised Inference
by: Halkiewicz, Stanisław Marek Sergiusz, et al.
Published: (2025)

Nested Pseudo-GMM Estimation of Demand for Differentiated Products
by: Aguirregabiria, Victor, et al.
Published: (2026)

Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
by: Sasaki, Yuya, et al.
Published: (2022)

Robust Estimation in Network Vector Autoregression with Nonstationary Regressors
by: Katsouris, Christis
Published: (2024)

Revisiting Event Study Designs: Robust and Efficient Estimation
by: Borusyak, Kirill, et al.
Published: (2021)

Triply Robust Panel Estimators
by: Athey, Susan, et al.
Published: (2025)

Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
by: Evdokimov, Kirill S., et al.
Published: (2024)

A Ranking Representation of Optimal Sequential Search
by: Zhang, Tinghan
Published: (2025)

Robust Structural Estimation under Misspecified Latent-State Dynamics
by: Chen, Ertian
Published: (2025)

Robust Estimation and Inference for High-Dimensional Panel Data Models
by: Gao, Jiti, et al.
Published: (2024)

Sharp and Robust Estimation of Partially Identified Discrete Response Models
by: Khan, Shakeeb, et al.
Published: (2023)

Sequential Synthetic Difference in Differences
by: Arkhangelsky, Dmitry, et al.
Published: (2024)