jQuery: Select data attributes that aren't empty?

Just as further reference, and an up-to-date ^{(may'14) (aug'15) (sep'16) (apr'17) (mar'18) (mar'19) (may'20)}...
Answer that works with:

Empty strings:

If the attr must exist & could have any value ^{(or none at all)}

    jQuery("[href]");

Missing attributes:

If attr could exist & if exist, must have some value

    jQuery("[href!='']");

Or both:

If attr must exist & has to have some value...

    jQuery("[href!=''][href]");

^{PS: more combinations are possible...}

Check this test in jsFiddle for examples:

• jQuery v1.11.0 -> jsFiddle online test
• jQuery v2.1.0 -> jsFiddle online test
• jQuery v2.1.3 -> jsFiddle online test
• jQuery v3.0.0-alpha1 -> jsFiddle online test
• jQuery v3.1.1 Slim -> jsFiddle online test
• jQuery v3.2.1 -> jsFiddle online test
• jQuery v3.3.1 -> jsFiddle online test
• jQuery v3.4.1 -> jsFiddle online test ^{Last jQuery version available in jsFiddle at may 28'20}
• jQuery Edge -> jsFiddle online test ^{jQuery edge version (use with caution)}

Or here in SO with this Code Snippet.

^{* Snippet is running jQuery v2.1.1}

jQuery('div.test_1 > a[href]').addClass('match');
jQuery('div.test_2 > a[href!=""]').addClass('match');
jQuery('div.test_3 > a[href!=""][href]').addClass('match');

div,a {
    display: block;
    color: #333;
    margin: 5px;
    padding: 5px;
    border: 1px solid #333;
}
h4 {
    margin: 0;
}
a {
    width: 200px;
    background: #ccc;
    border-radius: 2px;
    text-decoration: none;
}
a.match {
    background-color: #16BB2A;
    position: relative;
}
a.match:after {
    content: 'Match!';
    position: absolute;
    left: 105%;
}

<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.1/jquery.min.js"></script>
<div class="test_1">
    <h4>Test 1: jQuery('a[href]')</h4>
    <a href="test">href: test</a>
    <a href="#">href: #</a>
    <a href="">href: empty</a>
    <a>href: not present</a>
</div>
<div class="test_2">
    <h4>Test 2: jQuery('a[href!=""]')</h4>
    <a href="test">href: test</a>
    <a href="#">href: #</a>
    <a href="">href: empty</a>
    <a>href: not present</a>
</div>
<div class="test_3">
    <h4>Test 3: jQuery('a[href!=""][href]')</h4>
    <a href="test">href: test</a>
    <a href="#">href: #</a>
    <a href="">href: empty</a>
    <a>href: not present</a>
</div>

try

$(':not([data-go-to=""])')

UPDATE:

For the sake of not leading anyone astray, this answer will work in older versions of jQuery but is not future-proof. Since @gmo and @siva's answers both seem to be working with later versions I defer to (and encourage you to upvote) their answers....and of course hope you have a fantastic day.

$('[data-go-to!=""]:[data-go-to]').each(function() {
    // Do Your Stuff
});​