Semiparametric and nonparametric estimation of sample selection models under symmetry

DOI10.1016/J.JECONOM.2009.10.022zbMath1431.62599OpenAlexW2021498848MaRDI QIDQ530983

Yahong Zhou, Songnian Chen

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.022

zbMATH Keywords

heteroscedasticitysample selection modelssymmetry distribution

Mathematics Subject Classification ID

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

Related Items (11)

Semiparametric estimation of a Box-Cox transformation model with varying coefficients model ⋮ Nonparametric identification and estimation of sample selection models under symmetry ⋮ Copula based generalized additive models for location, scale and shape with non-random sample selection ⋮ Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor ⋮ Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model ⋮ A consistent bootstrap procedure for nonparametric symmetry tests ⋮ Sample selection models for count data in R ⋮ Pairwise distance-based tests for conditional symmetry ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ Correcting for sample selection bias in Bayesian distributional regression models ⋮ Estimation of spatial sample selection models: a partial maximum likelihood approach

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