The Sample Selection Model from a Method of Moments Perspective

DOI10.1080/07474930600972194zbMath1108.62129OpenAlexW2116296174MaRDI QIDQ3432678

Erik Meijer, Tom Wansbeek

Publication date: 18 April 2007

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

Full work available at URL: https://doi.org/10.1080/07474930600972194

zbMATH Keywords

GMMgeneralized least squaresasymptotic covariance matrixendogenous regressorsHeckman estimatorTOBIT

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Estimating panel data models in the presence of endogeneity and selection

Cites Work

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• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• A Small-Sample Estimator for the Sample-Selection Model
• Testing for Sample Selection Bias

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