TY - JOUR AU - Abowd,John M. AU - Crepon,Bruno AU - Kramarz,Francis TI - Moment Estimation with Attrition JF - National Bureau of Economic Research Technical Working Paper Series VL - No. 214 PY - 1997 Y2 - August 1997 UR - http://www.nber.org/papers/t0214 L1 - http://www.nber.org/papers/t0214.pdf N1 - Author contact info: John M. Abowd School of Industrial and Labor Relations 261 Ives Hall Cornell University Ithaca, NY 14853 Tel: 607/255-8024 Fax: 866/873-9078 E-Mail: John.Abowd@cornell.edu Bruno Crepon CREST 15, boulevard Gabriel Peri 92245 Malakoff Cedex France E-Mail: crepon@ensae.fr Francis Kramarz CREST-INSEE 15 blvd Gabriel Peri Malakoff CEDEX, 92245 FRANCE E-Mail: kramarz@ensae.fr AB - We present a method that accommodates missing data in longitudinal datasets of the type usually encountered in economic and social applications. The technique uses various extensions of missing at random' assumptions that we customize for dynamic models. Our method, applicable to longitudinal data on persons or firms, is implemented using the Generalized Method of Moments with reweighting that appropriately corrects for the attrition bias caused by the missing data. We apply the method to the estimation of dynamic labor demand models. The results demonstrate that the correction is extremely important. ER -