Two-step estimation of heteroskedastic sample selection models
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Publication:1343375
DOI10.1016/0304-4076(93)01590-IzbMath0814.62073OpenAlexW2007831921MaRDI QIDQ1343375
Publication date: 14 June 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)01590-i
consistencyasymptotic normalityMonte Carlobiasnonparametric regressionsample selection modelheteroskedasticitytwo-step estimationdiscrete choice modelseries approximations
Related Items
Endogenous selection or treatment model estimation ⋮ SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL ⋮ Extremal quantile regressions for selection models and the black-white wage gap ⋮ Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models ⋮ A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters ⋮ Semiparametric and nonparametric estimation of sample selection models under symmetry ⋮ Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. ⋮ Finite sample behavior of two step estimators in selection models
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