ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS
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Publication:4917236
DOI10.1017/S026646661200028XzbMath1262.91118OpenAlexW3123999427MaRDI QIDQ4917236
Xavier D'Haultfœuille, Arnaud Maurel
Publication date: 29 April 2013
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646661200028x
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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Nonparametric estimation in case of endogenous selection ⋮ INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS ⋮ Extremal quantile regressions for selection models and the black-white wage gap ⋮ Inference on an extended Roy model, with an application to schooling decisions in France
Cites Work
- Endogenous selection or treatment model estimation
- Asymptotic efficiency in semi-parametric models with censoring
- Identification of a competing risks model with unknown transformations of latent failure times
- Irregular Identification, Support Conditions, and Inverse Weight Estimation
- True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
- The identifiability of the competing risks model
- Shadow Prices, Market Wages, and Labor Supply
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- The Identifiability of the Mixed Proportional Hazards Competing Risks Model
- ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
- Nonparametric Identification and Estimation in a Roy Model With Common Nonpecuniary Returns
- Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
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