Missing Endogenous Variables in Conditional Moment Restriction Models

A research paper and associated data concerning the estimation of finite-dimensional parameters in conditional moment restriction models with missing endogenous variables. The work, authored by Antonio Cosma and last updated on 2026-05-04, includes an empirical application to a female labor supply model with a sample size exceeding 200,000 observations. The dataset is a 699.7 KB collection of PDF and TXT files hosted on figshare.

Use Cases

• Evaluating the performance of doubly robust estimators based on the described semiparametric efficient method
• Studying the impact of informative imputation on efficiency gains in econometric models
• Replicating the analysis of the effect of a third child on female labor income using the Angrist and Evans model framework
• Comparing inverse propensity score weighted GMM results with the proposed efficient estimator results

Strengths

• Includes a detailed methodological exposition and empirical application in the research paper
• Dataset is licensed under CC-BY-4.0, permitting open reuse and modification
• Last updated on 2026-05-04, indicating recent maintenance

Limitations

• Dataset size is 699.7 KB, indicating a very limited scope likely focused on documentation and illustrative data
• Row count and column-level documentation are unknown, which may limit suitability assessment
• Description metadata is limited; actual data quality and structure require manual inspection after download

Provenance

Source

figshare

Collection Method

Likely contains research outputs and illustrative data from the associated econometric study.

Time Range

Publication date suggests a 2026 timeframe.

Freshness

Last updated 2026-05-04 15:09:11; freshness should be verified

Geography

Empirical application is based on a U.S. female labor supply model, suggesting U.S. geographic focus.