Two-step series estimation of sample selection models

DOI10.1111/j.1368-423x.2008.00263.xzbMath1181.62036OpenAlexW2149814123MaRDI QIDQ158714

Whitney K. Newey, Whitney K. Newey

Publication date: January 2009

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00263.x

zbMATH Keywords

semiparametric estimationseries estimationtwo-step estimationsample selection models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Sequential estimation (62L12)

Related Items

Semiparametric one-step estimation of a sample selection model with endogenous covariates, Two-step series estimation and specification testing of (partially) linear models with generated regressors, Bivariate non-normality in the sample selection model, NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE, Copula based generalized additive models for location, scale and shape with non-random sample selection, ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION, Birnbaum–Saunders sample selection model, Specification testing with estimated variables, Nonparametric identification and estimation of the extended Roy model, Yet another look at the omitted variable bias, 2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy, On uniform inference in nonlinear models with endogeneity, LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS, Extremal quantile regressions for selection models and the black-white wage gap, Inference on an extended Roy model, with an application to schooling decisions in France, Patterns of earnings differentials across three conservative European welfare regimes with alternative education systems, A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters, ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS, Semiparametric and nonparametric estimation of sample selection models under symmetry, An analysis of housing expenditure using semiparametric models and panel data, Treatment Evaluation in the Presence of Sample Selection, A Sample Selection Model with Skew-normal Distribution, Sample selection models for count data in R, Estimating panel data models in the presence of endogeneity and selection, Bayesian inference in a sample selection model, switchSelection, Sample selection models with monotone control functions, Correcting for sample selection bias in Bayesian distributional regression models, Sample selection models for discrete and other non-Gaussian response variables, Multiplicative-error models with sample selection, A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model, Quantile regression with censoring and endogeneity

Cites Work

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