Finite sample behavior of two step estimators in selection models

DOI10.1007/s001800200087zbMath1005.62018OpenAlexW1596309656MaRDI QIDQ1855612

Inmaculada Villanua Martin, Ana Fernandez Sainz, Juan M. Rodríguez-Póo

Publication date: 6 February 2003

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10810/5905

zbMATH Keywords

semiparametric modelsbiasinformation criteriaheteroskedasticityselection proceduresample selection modelstwo-step estimatorfinite sample analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

Handling dropout and clustering in longitudinal multicentre clinical trials

Cites Work

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• Estimation in truncated samples when there is heteroscedasticity
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• A note on the estimation of models with sample-selection biases
• Two-step estimation of heteroskedastic sample selection models
• Root-N-Consistent Semiparametric Regression
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Sample Selection Bias as a Specification Error
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Estimation of sample selection bias models
• Estimation and specification testing in female labor participation models: parametric and semiparametric methods

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