Consistent estimation and orthogonality

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Citation (Scopus)

Abstract

Observations in a dataset are rarely missing at random. One can control for this non-random selection of the data by introducing fixed effects or other nuisance parameters. This chapter deals with consistent estimation the presence of many nuisance parameters. It derives a new orthogonality concept that gives sufficient conditions for consistent estimation of the parameters of interest. It also shows how this orthogonality concept can be used to derive and compare estimators. The chapter then shows how to use the orthogonality concept to derive estimators for unbalanced panels and incomplete data sets (missing data).

Original languageEnglish (US)
Title of host publicationAdvances in Econometrics
Pages155-178
Number of pages24
Volume27 A
DOIs
StatePublished - 2011
Externally publishedYes

Publication series

NameAdvances in Econometrics
Volume27 A
ISSN (Print)07319053

Fingerprint

Estimator
Nuisance parameter
Fixed effects
Incomplete data
Missing data
Unbalanced panel data

Keywords

  • Causal inference
  • Information orthogonality
  • Missing data
  • Panel data

ASJC Scopus subject areas

  • Economics and Econometrics

Cite this

Woutersen, T. M. (2011). Consistent estimation and orthogonality. In Advances in Econometrics (Vol. 27 A, pp. 155-178). [17004567] (Advances in Econometrics; Vol. 27 A). https://doi.org/10.1108/S0731-9053(2011)000027A009

Consistent estimation and orthogonality. / Woutersen, Tiemen M.

Advances in Econometrics. Vol. 27 A 2011. p. 155-178 17004567 (Advances in Econometrics; Vol. 27 A).

Research output: Chapter in Book/Report/Conference proceedingChapter

Woutersen, TM 2011, Consistent estimation and orthogonality. in Advances in Econometrics. vol. 27 A, 17004567, Advances in Econometrics, vol. 27 A, pp. 155-178. https://doi.org/10.1108/S0731-9053(2011)000027A009
Woutersen TM. Consistent estimation and orthogonality. In Advances in Econometrics. Vol. 27 A. 2011. p. 155-178. 17004567. (Advances in Econometrics). https://doi.org/10.1108/S0731-9053(2011)000027A009
Woutersen, Tiemen M. / Consistent estimation and orthogonality. Advances in Econometrics. Vol. 27 A 2011. pp. 155-178 (Advances in Econometrics).
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