In a procedure i'm using outer join and I want to eliminate the records which have value in X column.
So I use
"where X is missing" statement. But when i use that statement i get "no rows returned" message
I'm sure that some records have no value in X column
What can be the problem?

We're doing the opposite, we only want to display values when there is a value, but possibly something below will help.

In our where statement we have WHERE MARKET_VALUE NE 0 OR COLUMN1 IS-NOT MISSING

If it was a numeric field, we had to make sure the field was defined with missing on.

or in a define as:
ENDING_MKT_VALUE/D9.2BC MISSING ON = IF ENDING_MKT_VALUE LT -9000.00
THEN MISSING ELSE ENDING_MKT_VALUE;

We had in our master files for some fields:
FIELDNAME=ACCOUNT_SELECTED, ALIAS=account, USAGE=A15, ACTUAL=A15, MISSING=ON, $

Hope one of these solutions help.