Asymptotic misspecification biases for heckman's two step estimator

DOI10.1080/03610928908829931zbMath0696.62134OpenAlexW2091746160MaRDI QIDQ3473119

Thomas Laitila

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829931

zbMATH Keywords

censored regressionsample selectionmisspecificationTobit modelstep estimator

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• A Monte Carlo comparison of estimators for censored regression models
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Maximum Likelihood Estimation of Misspecified Models

This page was built for publication: Asymptotic misspecification biases for heckman's two step estimator