Maximum simulated likelihood estimation of the panel sample selection model

DOI10.1080/07474938.2016.1152657zbMath1491.62237OpenAlexW2337050465MaRDI QIDQ5862495

Hung-Pin Lai, Wen-Jen Tsay

Publication date: 9 March 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2016.1152657

zbMATH Keywords

maximum likelihood estimationsample selectionpanel dataclosed skew-normal

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating panel data models in the presence of endogeneity and selection
• Bias corrections for two-step fixed effects panel data estimators
• Multivariate regression models for panel data
• Selection corrections for panel data models under conditional mean independence assumptions
• A numerically stable quadrature procedure for the one-factor random-component discrete choice model
• Estimating fixed and random effects models with selectivity
• Estimation of Dynamic Panel Data Sample Selection Models
• AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL
• Analysis of Covariance with Qualitative Data
• Testing for Selectivity Bias in Panel Data Models
• Sample Selection Bias as a Specification Error
• On the Pooling of Time Series and Cross Section Data
• Estimation of a Panel Data Sample Selection Model
• Discrete Choice Methods with Simulation

This page was built for publication: Maximum simulated likelihood estimation of the panel sample selection model