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Missing Observations and Panel Data A Monte-Carlo Analysis

Author

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  • Matyas, Laszlo
  • Lovrics, Laszlo

Abstract

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 not 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.

Suggested Citation

  • Matyas, Laszlo & Lovrics, Laszlo, "undated". "Missing Observations and Panel Data A Monte-Carlo Analysis," Department of Econometrics and Business Statistics Working Papers 267152, Monash University, Department of Econometrics and Business Statistics.
    • Handle: RePEc:ags:monebs:267152
    DOI: 10.22004/ag.econ.267152
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