Estimation of sample selection bias models
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Publication:4355153
DOI10.1080/07474939608800363zbMath0885.62131OpenAlexW1971406400WikidataQ126256225 ScholiaQ126256225MaRDI QIDQ4355153
Nobuko Nagase, Kazumitsu Nawata
Publication date: 3 May 1998
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939608800363
Related Items (10)
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem ⋮ Estimation of the female labor supply models by Heckman's two-step estimator and the maximum likelihood estimator. ⋮ A Monte Carlo comparison of estimators for a bivariate probit model with selection ⋮ Evaluation of the DPC-based inclusive payment system in Japan for cataract operations by a new model ⋮ On Testing Sample Selection Bias Under the Multicollinearity Problem ⋮ Testing parameter significance in instrumental variables probit estimators: some simulation ⋮ SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE ⋮ A Small-Sample Estimator for the Sample-Selection Model ⋮ The Sample Selection Model from a Method of Moments Perspective ⋮ Finite sample behavior of two step estimators in selection models
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Monte Carlo comparison of estimators for censored regression models
- 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
- Approximating a Truncated Normal Regression with the Method of Moments
- Shadow Prices, Market Wages, and Labor Supply
- Sample Selection Bias as a Specification Error
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