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Implements the GMM algorithm and results from Abrevaya and Donald (2017).

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felixschmitz/missing-data-gmm

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missing-data-GMM

Project as part of the course "Research Module in Economics and Statistics" at the University of Bonn 2024/25.

Reproducing the method and results of the paper "A GMM approach for dealing with missing data on regressors" by Jason Abrevaya and Stephen G. Donald (2017). The paper and replication code can be found here.

Installation

To work with the project, you should have pixi installed.

Then you can initialize the project with

pixi install

Usage

To build the project, type

pixi shell

and then

pytask

Credits

This project was created with cookiecutter and the cookiecutter-pytask-project template.

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Implements the GMM algorithm and results from Abrevaya and Donald (2017).

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