Consistency of two-step sample selection estimators despite misspecification of distribution

DOI10.1016/S0165-1765(99)00024-5zbMath0924.90041OpenAlexW2056692054WikidataQ126772521 ScholiaQ126772521MaRDI QIDQ1292437

Whitney K. Newey

Publication date: 21 June 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00024-5

zbMATH Keywords

sample selectionmisspecificationtwo-step estimator

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (6)

Endogenous selection or treatment model estimation ⋮ Bivariate non-normality in the sample selection model ⋮ Robust Misspecification Tests for the Heckman's Two-Step Estimator ⋮ Finite sample properties for the semiparametric estimation of the intercept of a censored regression model ⋮ Sample selection models with monotone control functions ⋮ Nonparametric estimation of marginal effects in regression-spline random effects models

Cites Work

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• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Proportional Projections in Limited Dependent Variable Models
• Semiparametric efficiency bounds
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Root-N-Consistent Semiparametric Regression
• On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
• Concavity of the Log Likelihood

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