SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL

DOI10.1017/S0266466603196077zbMath1441.62639OpenAlexW2096419745MaRDI QIDQ4562548

Songnian Chen, Shakeeb Khan

Publication date: 21 December 2018

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

Full work available at URL: https://doi.org/10.1017/s0266466603196077

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Extremal quantile regressions for selection models and the black-white wage gap ⋮ Semiparametric and nonparametric estimation of sample selection models under symmetry ⋮ Semiparametric models with single-index nuisance parameters

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