Measuring the unidentified parameter of the extended Roy model of selectivity

DOI10.1016/0304-4076(93)90059-EzbMath0769.62083MaRDI QIDQ1801411

Wim P. M. Vijverberg

Publication date: 30 August 1993

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

zbMATH Keywords

covariance matrixcorrelation coefficientdisturbance termsextended Roy model of selectivity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model, Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model, Learning about the across-regime correlation in switching regression models, Treatment Effects: A Bayesian Perspective, Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach, Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice, Analysis of treatment response data without the joint distribution of potential outcomes, Self-selection and direct estimation of across-regime correlation parameter, Partial identification of functionals of the joint distribution of ``potential outcomes, Modelling sample selection using Archimedean copulas, Tests of labor market rigidities and the Roy Model

Cites Work

• Estimation of some limited dependent variable models with application to housing demand
• Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
• Sample Selection Bias as a Specification Error
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