Semiparametric estimation of censored selection models with a nonparametric selection mechanism

DOI10.1016/0304-4076(93)90111-HzbMath0772.62063MaRDI QIDQ1260680

James L. Powell, Hyungtaik Ahn

Publication date: 25 August 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

semiparametric estimationlinear modelsnonparametric regressiontwo-step strategyconditional meanasymptotically normalweighted instrumental variables estimatorcensored selection modelsdata on labor supplyroot-\(n\)-consistentselection correction functionselection variablesingle-index selectivity bias model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

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• Adaptive estimation of regression models via moment restrictions
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