Robust Misspecification Tests for the Heckman's Two-Step Estimator

DOI10.1080/07474938.2011.534035zbMath1209.62016OpenAlexW2077028166MaRDI QIDQ3086363

Gabriel V. Montes-Rojas

Publication date: 30 March 2011

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/1479/1/0801_montes-rojas.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (2)

Bivariate non-normality in the sample selection model ⋮ A test for bivariate normality with applications in microeconometric models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Semi-Nonparametric Maximum Likelihood Estimation
• Consistency of two-step sample selection estimators despite misspecification of distribution
• Joint and separate score tests for state dependence and unobserved heterogeneity
• Some Approaches to the Correction of Selectivity Bias
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• Testing the Normality Assumption in Limited Dependent Variable Models
• Shadow Prices, Market Wages, and Labor Supply
• Sample Selection Bias as a Specification Error
• On methods of asymptotic approximation for multivariate distributions
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• On improving the robustness and reliability of Rao's score test
• Gram-Charlier densities.

This page was built for publication: Robust Misspecification Tests for the Heckman's Two-Step Estimator