A note on the estimation of models with sample-selection biases

DOI10.1016/0165-1765(93)90167-BzbMath0800.62769MaRDI QIDQ1311268

Kazumitsu Nawata

Publication date: 13 January 1994

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (11)

On the choice between sample selection and two-part models ⋮ The ethnic wage gap and employment differentials in the 1990s: Evidence for Britain ⋮ The small sample performance of the Wald test in the sample selection model under the multicollinearity problem ⋮ Birnbaum–Saunders sample selection model ⋮ Estimation of the female labor supply models by Heckman's two-step estimator and the maximum likelihood estimator. ⋮ Estimation of sample selection bias models ⋮ A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters ⋮ On Testing Sample Selection Bias Under the Multicollinearity Problem ⋮ SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE ⋮ The Sample Selection Model from a Method of Moments Perspective ⋮ Finite sample behavior of two step estimators in selection models

Cites Work

• Unnamed Item
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Monte Carlo comparison of estimators for censored regression models
• Sample Selection Bias as a Specification Error

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