The small sample performance of the Wald test in the sample selection model under the multicollinearity problem

DOI10.1016/j.econlet.2006.03.049zbMath1255.62041OpenAlexW1992718015MaRDI QIDQ1929444

Takashi Yamagata

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.03.049

zbMATH Keywords

bootstrapt-testsample selection bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• A note on the estimation of models with sample-selection biases
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator
• Sample Selection Bias as a Specification Error
• Estimation of sample selection bias models
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• On Testing Sample Selection Bias Under the Multicollinearity Problem
• Handbook of econometrics. Vol. 5

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