Pages that link to "Item:Q3673858"
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The following pages link to Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator (Q3673858):
Displayed 12 items.
- Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome (Q142725) (← links)
- Econometric models with normal polychotomous selectivity (Q373805) (← links)
- Non-parametric maximum likelihood estimation of censored regression models (Q1083147) (← links)
- Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator (Q1327988) (← links)
- Conditional independence in sample selection models (Q1391365) (← links)
- Semiparametric estimates of the supply and demand effects of disability on labor force participation (Q1915439) (← links)
- The small sample performance of the Wald test in the sample selection model under the multicollinearity problem (Q1929444) (← links)
- The Sample Selection Model from a Method of Moments Perspective (Q3432678) (← links)
- Estimation of sample selection bias models (Q4355153) (← links)
- Identification by non-linearity in censored regression models (Q4357247) (← links)
- SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE (Q4406238) (← links)
- On Testing Sample Selection Bias Under the Multicollinearity Problem (Q5719303) (← links)