Indirect Inference with endogenously missing exogenous variables
S Chaudhuri, DT Frazier, E Renault - Journal of Econometrics, 2018 - Elsevier
… To rectify the issues posed by MAR covariates in II, and extend simulation-based inference procedures to such settings, we construct a novel identification argument (see Section 2) that …
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… To rectify the issues posed by MAR covariates in II, and extend simulation-based inference procedures to such settings, we construct a novel identification argument (see Section 2) that …