Semiparametric instrumental variable estimation of simultaneous equation sample selection models

DOI10.1016/0304-4076(93)01571-3zbMath0814.62077OpenAlexW2063963830MaRDI QIDQ1341182

Lung-fei Lee

Publication date: 18 June 1995

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

Full work available at URL: http://hdl.handle.net/2027.42/31412

zbMATH Keywords

identificationestimationasymptotic efficiencysample selectionnonparametric regressioninstrumental variablessimultaneityindex modelselectivityinstrumental variable estimatorssemiparametric generalized two-stage least squares estimatorsemiparametric simultaneous equation modeltwo- stage estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric inference (62G99)

Related Items (9)

Endogenous selection or treatment model estimation ⋮ The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations ⋮ Copula based generalized additive models for location, scale and shape with non-random sample selection ⋮ Semiparametric estimation of a nonstationary panel data transformation model under symmetry ⋮ Efficient estimation of binary choice models under symmetry ⋮ Sample selection models for count data in R ⋮ Distribution-free estimation of the random coefficient dummy endogenous variable model ⋮ Rank estimation of a location parameter in the binary choice model ⋮ Semiparametric estimation of moment condition models with weakly dependent data

Cites Work

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• Sample Selection Bias as a Specification Error
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